-34.8%
TLT vs RY
+123.9%
-158.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.3% |
| 7D | -0.3% | -0.6% | +0.3% | -0.2% |
| 30D | +3.7% | +6.1% | -2.4% | +3.2% |
| 3M | -0.7% | -3.4% | +2.7% | -0.4% |
| 6M | -4.2% | +12.8% | -17.0% | -5.1% |
| YTD | -4.0% | +21.0% | -25.0% | -5.4% |
| 1Y | -5.8% | +40.5% | -46.3% | -8.3% |
| 3Y | +4.1% | +159.9% | -155.8% | -2.1% |
| 5Y | -34.8% | +125.0% | -159.8% | -38.9% |
| All | -34.8% | +123.9% | -158.7% | -38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling