-49.1%
TNA vs RY
+123.7%
-172.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.3% | +4.0% | +5.6% |
| 7D | -7.0% | -0.9% | -6.1% | -4.6% |
| 30D | -6.4% | +5.9% | -12.3% | -17.2% |
| 3M | -25.7% | -4.3% | -21.4% | -18.0% |
| 6M | -19.7% | +12.1% | -31.8% | -38.8% |
| YTD | +18.3% | +20.3% | -2.0% | -22.4% |
| 1Y | +24.6% | +41.0% | -16.4% | -43.2% |
| 3Y | +112.8% | +157.5% | -44.7% | -74.9% |
| All | -49.1% | +123.7% | -172.8% | -90.5% |
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