+628.3%
TLN vs RY
+145.6%
+482.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.3% | +8.4% | +7.8% |
| 7D | -1.3% | -0.9% | -0.4% | -1.1% |
| 30D | -10.5% | +5.9% | -16.3% | -13.7% |
| 3M | +0.1% | -4.3% | +4.4% | +2.4% |
| 6M | -17.4% | +12.1% | -29.5% | -22.7% |
| YTD | -9.7% | +20.3% | -29.9% | -18.4% |
| 1Y | -12.3% | +41.0% | -53.3% | -26.4% |
| 3Y | +528.3% | +157.5% | +370.7% | +348.4% |
| All | +628.3% | +145.6% | +482.7% | +425.5% |
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