+86.6%
TPG vs RY
+111.0%
-24.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.4% |
| 7D | -2.4% | +3.1% | -5.6% | -5.3% |
| 30D | +11.1% | -0.3% | +11.4% | +11.2% |
| 3M | +26.3% | +8.7% | +17.6% | +16.1% |
| 6M | +18.3% | +28.5% | -10.2% | -7.8% |
| YTD | -14.4% | +25.1% | -39.5% | -31.6% |
| 1Y | -6.7% | +46.3% | -53.0% | -36.1% |
| 3Y | +111.5% | +154.9% | -43.5% | -18.0% |
| All | +86.6% | +111.0% | -24.4% | -10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling