-4.8%
TLT vs RY
+40.6%
-45.4%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.2% |
| 7D | +0.1% | -0.9% | +1.0% | +0.2% |
| 30D | +6.2% | +5.9% | +0.3% | +5.3% |
| 3M | +0.1% | -4.3% | +4.3% | +0.4% |
| 6M | -3.0% | +12.1% | -15.1% | -4.3% |
| YTD | -2.7% | +20.3% | -23.0% | -4.8% |
| 1Y | -4.8% | +41.0% | -45.9% | -9.1% |
| All | -4.8% | +40.6% | -45.4% | -9.1% |
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