+118.9%
TNA vs RY
+159.6%
-40.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | +0.3% |
| 7D | +4.1% | +2.7% | +1.4% | -1.9% |
| 30D | -7.6% | -1.0% | -6.6% | -6.0% |
| 3M | +8.1% | +7.6% | +0.4% | -9.4% |
| 6M | +49.0% | +29.5% | +19.5% | -16.2% |
| YTD | +51.7% | +24.2% | +27.6% | -6.3% |
| 1Y | +59.6% | +46.4% | +13.2% | -31.1% |
| 3Y | +118.9% | +159.4% | -40.5% | -72.9% |
| All | +118.9% | +159.6% | -40.7% | -72.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling