+272.0%
TMUS vs RY
+712.1%
-440.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +2.5% |
| 7D | +9.0% | -1.1% | +10.1% | +9.6% |
| 30D | -3.2% | +4.4% | -7.6% | -5.8% |
| 3M | -6.9% | -2.9% | -3.9% | -5.6% |
| 6M | -16.4% | +15.6% | -32.0% | -23.5% |
| YTD | -19.6% | +21.8% | -41.5% | -29.2% |
| 1Y | -19.9% | +42.6% | -62.5% | -35.7% |
| 3Y | +14.5% | +160.9% | -146.4% | -36.9% |
| 5Y | +37.7% | +126.1% | -88.4% | -18.8% |
| 10Y | +242.2% | +371.7% | -129.5% | +24.4% |
| All | +272.0% | +712.1% | -440.1% | -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 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