+244.6%
TMUS vs RY
+355.6%
-111.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.3% | +1.6% |
| 7D | +8.2% | -3.0% | +11.1% | +9.5% |
| 30D | +13.4% | +6.3% | +7.1% | +10.3% |
| 3M | -3.0% | -2.6% | -0.5% | -2.2% |
| 6M | -8.8% | +13.9% | -22.7% | -14.3% |
| YTD | -13.8% | +21.7% | -35.5% | -21.8% |
| 1Y | -17.1% | +40.4% | -57.5% | -29.8% |
| 3Y | +22.7% | +161.3% | -138.7% | -25.2% |
| 5Y | +52.8% | +126.5% | -73.6% | -0.8% |
| 10Y | +244.6% | +354.3% | -109.7% | +62.0% |
| All | +244.6% | +355.6% | -111.0% | +62.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling