+47.5%
TGT vs RY
+159.8%
-112.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.6% |
| 7D | +0.8% | +3.1% | -2.3% | -0.9% |
| 30D | +12.2% | -0.3% | +12.5% | +12.2% |
| 3M | +33.8% | +8.7% | +25.1% | +26.6% |
| 6M | +39.3% | +28.5% | +10.8% | +18.1% |
| YTD | +72.9% | +25.1% | +47.7% | +48.9% |
| 1Y | +84.6% | +46.3% | +38.3% | +42.8% |
| All | +47.5% | +159.8% | -112.3% | -23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling