+69.0%
TPG vs RY
+106.3%
-37.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.7% | +1.7% |
| 7D | -9.4% | -2.2% | -7.2% | -7.4% |
| 30D | -5.3% | -3.6% | -1.7% | -2.0% |
| 3M | +12.9% | +3.9% | +9.0% | +8.4% |
| 6M | +20.1% | +26.4% | -6.3% | -4.9% |
| YTD | -22.5% | +22.3% | -44.8% | -36.6% |
| 1Y | -19.7% | +43.7% | -63.4% | -44.0% |
| 3Y | +81.2% | +154.0% | -72.8% | -29.5% |
| All | +69.0% | +106.3% | -37.3% | -17.4% |
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