-27.5%
TGT vs RY
+123.7%
-151.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +1.1% |
| 7D | +2.6% | -0.9% | +3.5% | +3.3% |
| 30D | +5.0% | +5.9% | -0.9% | +1.2% |
| 3M | +8.5% | -4.3% | +12.8% | +11.3% |
| 6M | +23.8% | +12.1% | +11.6% | +13.6% |
| YTD | +66.5% | +20.3% | +46.3% | +45.1% |
| 1Y | +84.9% | +41.0% | +43.9% | +43.8% |
| 3Y | +59.2% | +157.5% | -98.3% | -20.3% |
| All | -27.5% | +123.7% | -151.2% | -60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling