+379.1%
TPR vs RY
+360.6%
+18.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | +0.4% |
| 7D | +14.2% | -0.9% | +15.1% | +15.0% |
| 30D | +17.1% | +5.9% | +11.2% | +9.5% |
| 3M | -17.7% | -4.3% | -13.4% | -14.5% |
| 6M | -10.2% | +12.1% | -22.3% | -22.2% |
| YTD | +4.9% | +20.3% | -15.4% | -16.2% |
| 1Y | +36.1% | +41.0% | -4.9% | -9.3% |
| 3Y | +416.5% | +157.5% | +258.9% | +66.2% |
| 5Y | +254.8% | +123.2% | +131.6% | +34.5% |
| All | +379.1% | +360.6% | +18.6% | -7.7% |
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