+133.4%
TNA vs RY
+159.5%
-26.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.3% | +4.0% | +5.5% |
| 7D | -7.0% | -0.9% | -6.1% | -4.7% |
| 30D | -6.4% | +5.9% | -12.3% | -16.6% |
| 3M | -25.7% | -4.3% | -21.4% | -18.2% |
| 6M | -19.7% | +12.1% | -31.8% | -38.5% |
| YTD | +18.3% | +20.3% | -2.0% | -21.9% |
| 1Y | +24.6% | +41.0% | -16.4% | -42.5% |
| All | +133.4% | +159.5% | -26.0% | -74.0% |
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