+714.4%
TLN vs RY
+148.5%
+565.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.6% | +4.3% | +4.5% |
| 7D | +15.9% | -3.0% | +18.9% | +17.9% |
| 30D | -0.3% | +6.3% | -6.5% | -4.0% |
| 3M | +5.8% | -2.6% | +8.4% | +7.2% |
| 6M | -1.2% | +13.9% | -15.2% | -8.3% |
| YTD | +1.0% | +21.7% | -20.7% | -9.3% |
| 1Y | +1.1% | +40.4% | -39.3% | -15.0% |
| 3Y | +591.7% | +161.3% | +430.4% | +390.6% |
| All | +714.4% | +148.5% | +565.9% | +484.0% |
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 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