-21.0%
TPG vs RY
+44.3%
-65.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.7% |
| 7D | -11.8% | -2.9% | -9.0% | -9.7% |
| 30D | -6.3% | -2.0% | -4.2% | -4.8% |
| 3M | +13.6% | +4.9% | +8.7% | +8.1% |
| 6M | +13.8% | +26.1% | -12.3% | -7.6% |
| YTD | -23.7% | +22.4% | -46.1% | -36.1% |
| All | -21.0% | +44.3% | -65.3% | -47.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling