+87.5%
TNA vs RY
+372.5%
-285.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -1.7% |
| 7D | -3.6% | -0.5% | -3.1% | -2.5% |
| 30D | -10.1% | -1.9% | -8.2% | -6.4% |
| 3M | +2.7% | +5.1% | -2.4% | -9.7% |
| 6M | +38.4% | +28.2% | +10.2% | -22.4% |
| YTD | +45.4% | +22.9% | +22.6% | -9.9% |
| 1Y | +55.9% | +45.5% | +10.5% | -34.3% |
| 3Y | +109.8% | +156.7% | -46.9% | -75.2% |
| 5Y | -22.5% | +137.7% | -160.2% | -87.5% |
| 10Y | +87.5% | +375.5% | -288.0% | -88.8% |
| All | +87.5% | +372.5% | -285.0% | -88.8% |
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