+320.5%
TMUS vs RY
+734.1%
-413.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.1% |
| 7D | +0.1% | +3.1% | -3.0% | -1.6% |
| 30D | +5.3% | -0.3% | +5.6% | +5.4% |
| 3M | +3.1% | +8.7% | -5.5% | -1.9% |
| 6M | -16.5% | +28.5% | -45.0% | -28.1% |
| YTD | -9.2% | +25.1% | -34.3% | -20.9% |
| 1Y | -26.5% | +46.3% | -72.8% | -41.7% |
| 3Y | +39.0% | +154.9% | -115.9% | -22.1% |
| 5Y | +40.4% | +140.3% | -99.9% | -19.9% |
| 10Y | +303.7% | +377.0% | -73.3% | +46.3% |
| All | +320.5% | +734.1% | -413.6% | +6.3% |
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