+130.4%
TLT vs RY
+2,990.8%
-2,860.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | -0.2% |
| 7D | +0.1% | -0.9% | +1.0% | 0.0% |
| 30D | +6.2% | +5.9% | +0.3% | +7.1% |
| 3M | -0.3% | -4.3% | +3.9% | -1.0% |
| 6M | -3.4% | +12.1% | -15.5% | -1.5% |
| YTD | -3.1% | +20.3% | -23.4% | -0.1% |
| 1Y | -5.2% | +41.0% | -46.2% | +0.3% |
| 3Y | +6.5% | +157.5% | -151.1% | +25.1% |
| 5Y | -34.7% | +123.2% | -157.9% | -24.9% |
| 10Y | -17.6% | +365.7% | -383.3% | +11.6% |
| All | +130.4% | +2,990.8% | -2,860.4% | +314.8% |
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