-8.2%
TLN vs RY
+41.3%
-49.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.6% | +6.0% | +6.2% |
| 7D | +1.1% | -0.6% | +1.7% | +1.2% |
| 30D | -4.6% | +6.1% | -10.7% | -10.2% |
| 3M | +5.2% | -3.4% | +8.6% | +8.4% |
| 6M | -6.5% | +12.8% | -19.3% | -18.6% |
| YTD | -3.6% | +21.0% | -24.7% | -21.4% |
| 1Y | -8.2% | +40.5% | -48.7% | -29.9% |
| All | -8.2% | +41.3% | -49.6% | -29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling