+53.3%
TNA vs RY
+354.4%
-301.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.6% | +6.7% | +5.9% |
| 7D | -0.5% | -0.6% | +0.1% | +1.5% |
| 30D | -0.7% | +6.1% | -6.9% | -13.0% |
| 3M | -21.5% | -3.4% | -18.1% | -15.0% |
| 6M | -11.2% | +12.8% | -24.0% | -33.5% |
| YTD | +27.0% | +21.0% | +6.0% | -18.2% |
| 1Y | +28.0% | +40.5% | -12.4% | -41.6% |
| 3Y | +142.9% | +159.9% | -17.0% | -72.2% |
| 5Y | -42.6% | +125.0% | -167.5% | -89.5% |
| 10Y | +53.3% | +350.6% | -297.3% | -87.7% |
| All | +53.3% | +354.4% | -301.1% | -87.7% |
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