+88.6%
TGT vs RY
+46.4%
+42.2%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.0% | +2.6% | +4.8% |
| 7D | +9.5% | +2.5% | +7.0% | +8.8% |
| 30D | +6.6% | +8.4% | -1.8% | +4.6% |
| 3M | +11.0% | +1.2% | +9.7% | +10.4% |
| 6M | +29.9% | +19.4% | +10.5% | +20.5% |
| YTD | +71.4% | +25.4% | +46.0% | +54.5% |
| 1Y | +88.6% | +46.7% | +41.9% | +39.9% |
| All | +88.6% | +46.4% | +42.2% | +39.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling