+581.7%
TLN vs RY
+155.5%
+426.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.7% | +4.5% | +4.2% |
| 7D | +7.1% | +3.1% | +3.9% | +5.1% |
| 30D | -3.9% | -0.3% | -3.6% | -3.7% |
| 3M | -16.2% | +8.7% | -24.8% | -20.0% |
| 6M | -5.8% | +28.5% | -34.4% | -17.8% |
| YTD | -15.4% | +25.1% | -40.5% | -25.1% |
| 1Y | -16.7% | +46.3% | -63.0% | -31.3% |
| 3Y | +473.8% | +154.9% | +318.8% | +303.4% |
| All | +581.7% | +155.5% | +426.2% | +382.3% |
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