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  • TER vs RY✓SelectedUSD · RYTER vs RY performance historyLatest closeAs of+4.21%09/08
Stock and ETF performance explorer

TER vs RY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,744.2%
RY return
+371.6%
Excess return
+1,372.6%
Maximum drawdown
-59.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioRYExcessAlpha
1D+4.2%-0.8%+5.0%+4.9%
7D+11.0%+2.7%+8.2%+8.0%
30D-1.9%-1.0%-0.9%-0.8%
3M-0.7%+7.6%-8.3%-7.4%
6M+36.4%+29.5%+6.9%+8.1%
YTD+92.4%+24.2%+68.3%+59.0%
1Y+213.5%+46.4%+167.1%+123.6%
3Y+277.2%+159.4%+117.8%+59.8%
5Y+219.1%+141.8%+77.3%+44.7%
10Y+1,744.2%+373.9%+1,370.4%+414.9%
All+1,744.2%+371.6%+1,372.6%+414.9%

Cumulative growth

Daily Returns

Daily percentage return beside RY.

Daily Out/Under-Performance

Portfolio return minus RY return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × RY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.

Cumulative Out/Under-Performance

Relative wealth over 10y: compounded portfolio wealth divided by compounded RY wealth, less one. Both series rebase at the selected span's start.

Cumulative Alpha

Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.

Updating return analytics…

10y analysis · Full analysis span regression · 6 months rolling