+4,704.6%
TGT vs RY
+11,191.3%
-6,486.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +1.8% |
| 7D | +4.8% | -0.6% | +5.4% | +5.1% |
| 30D | +5.3% | +6.1% | -0.8% | +2.3% |
| 3M | +7.2% | -3.4% | +10.6% | +8.8% |
| 6M | +31.4% | +12.8% | +18.6% | +23.4% |
| YTD | +70.1% | +21.0% | +49.0% | +54.2% |
| 1Y | +85.5% | +40.5% | +45.1% | +56.6% |
| 3Y | +66.7% | +159.9% | -93.2% | +4.6% |
| 5Y | -25.6% | +125.0% | -150.6% | -50.0% |
| 10Y | +209.6% | +350.6% | -140.9% | +47.2% |
| All | +4,704.6% | +11,191.3% | -6,486.7% | +485.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling