+356.2%
TPR vs RY
+351.1%
+5.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | 0.0% |
| 7D | -0.3% | +0.6% | -0.9% | -0.9% |
| 30D | +15.1% | +5.0% | +10.1% | +8.6% |
| 3M | +3.5% | -5.3% | +8.8% | +9.2% |
| 6M | +0.4% | +13.8% | -13.4% | -14.4% |
| YTD | +4.6% | +21.0% | -16.3% | -17.0% |
| 1Y | +33.1% | +40.5% | -7.4% | -10.9% |
| 3Y | +396.0% | +159.7% | +236.3% | +58.1% |
| 5Y | +230.3% | +124.3% | +105.9% | +24.5% |
| All | +356.2% | +351.1% | +5.1% | -11.6% |
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