+2.8%
TLT vs RY
+160.3%
-157.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | -3.1% | +0.6% | -3.7% | -3.2% |
| 30D | +1.0% | +5.0% | -4.0% | +0.3% |
| 3M | -2.7% | -5.3% | +2.6% | -2.1% |
| 6M | -4.1% | +13.8% | -18.0% | -6.0% |
| YTD | -5.4% | +21.0% | -26.3% | -8.0% |
| 1Y | -7.0% | +40.5% | -47.5% | -11.7% |
| 3Y | +2.8% | +159.7% | -156.8% | -11.2% |
| All | +2.8% | +160.3% | -157.4% | -11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling