+73.1%
TPG vs RY
+104.0%
-30.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.5% |
| 7D | +5.0% | +0.6% | +4.5% | +4.5% |
| 30D | +15.7% | +5.0% | +10.6% | +10.7% |
| 3M | -10.6% | -5.3% | -5.3% | -5.8% |
| 6M | +15.9% | +13.8% | +2.1% | +2.0% |
| YTD | -20.6% | +21.0% | -41.6% | -34.3% |
| 1Y | -11.8% | +40.5% | -52.3% | -37.1% |
| 3Y | +71.6% | +159.7% | -88.1% | -34.7% |
| All | +73.1% | +104.0% | -30.9% | -14.4% |
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 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