+383.3%
TPR vs RY
+354.4%
+29.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +1.4% |
| 7D | +12.1% | -0.6% | +12.6% | +12.4% |
| 30D | +16.7% | +6.1% | +10.5% | +8.8% |
| 3M | -17.4% | -3.4% | -14.0% | -15.0% |
| 6M | +2.3% | +12.8% | -10.5% | -12.0% |
| YTD | +7.1% | +21.0% | -13.9% | -15.0% |
| 1Y | +29.5% | +40.5% | -11.0% | -13.3% |
| 3Y | +415.0% | +159.9% | +255.2% | +64.0% |
| 5Y | +261.5% | +125.0% | +136.5% | +35.8% |
| 10Y | +383.3% | +350.6% | +32.7% | -6.7% |
| All | +383.3% | +354.4% | +29.0% | -6.7% |
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