+238.4%
TMUS vs RY
+360.6%
-122.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.4% |
| 7D | +3.6% | -0.9% | +4.5% | +3.9% |
| 30D | -3.4% | +5.9% | -9.2% | -5.9% |
| 3M | -9.5% | -4.3% | -5.2% | -8.0% |
| 6M | -15.2% | +12.1% | -27.3% | -19.8% |
| YTD | -18.9% | +20.3% | -39.2% | -26.1% |
| 1Y | -17.7% | +41.0% | -58.7% | -30.5% |
| 3Y | +15.6% | +157.5% | -141.9% | -29.0% |
| 5Y | +38.9% | +123.2% | -84.3% | -9.3% |
| All | +238.4% | +360.6% | -122.2% | +58.8% |
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 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