+41.0%
TMUS vs RY
+122.0%
-81.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.2% |
| 7D | +3.6% | -0.9% | +4.5% | +3.8% |
| 30D | -3.4% | +5.9% | -9.2% | -4.8% |
| 3M | -9.5% | -4.3% | -5.2% | -8.5% |
| 6M | -15.2% | +12.1% | -27.3% | -17.9% |
| YTD | -18.9% | +20.3% | -39.2% | -23.2% |
| 1Y | -17.7% | +41.0% | -58.7% | -26.1% |
| 3Y | +15.6% | +157.5% | -141.9% | -18.1% |
| All | +41.0% | +122.0% | -81.0% | +4.8% |
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 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