+131.2%
TLT vs RY
+3,115.5%
-2,984.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.1% |
| 7D | -0.4% | +3.1% | -3.5% | +0.1% |
| 30D | -0.6% | -0.3% | -0.3% | -0.6% |
| 3M | -2.7% | +8.7% | -11.4% | -1.4% |
| 6M | -5.6% | +28.5% | -34.2% | -1.7% |
| YTD | -2.8% | +25.1% | -27.9% | +0.9% |
| 1Y | -1.4% | +46.3% | -47.7% | +4.9% |
| 3Y | -1.6% | +154.9% | -156.5% | +15.3% |
| 5Y | -33.8% | +140.3% | -174.1% | -22.9% |
| 10Y | -21.1% | +377.0% | -398.2% | +7.2% |
| All | +131.2% | +3,115.5% | -2,984.3% | +318.8% |
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