-19.2%
TNA vs RY
+140.3%
-159.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | +0.4% |
| 7D | +4.1% | +2.7% | +1.4% | -2.2% |
| 30D | -7.6% | -1.0% | -6.6% | -5.9% |
| 3M | +8.1% | +7.6% | +0.4% | -9.9% |
| 6M | +49.0% | +29.5% | +19.5% | -17.7% |
| YTD | +51.7% | +24.2% | +27.6% | -7.7% |
| 1Y | +59.6% | +46.4% | +13.2% | -33.0% |
| 3Y | +118.9% | +159.4% | -40.5% | -74.4% |
| 5Y | -19.2% | +141.8% | -161.0% | -87.7% |
| All | -19.2% | +140.3% | -159.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling