+326.1%
TPR vs RY
+373.9%
-47.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.8% |
| 7D | -2.3% | +3.1% | -5.4% | -5.7% |
| 30D | -23.0% | -0.3% | -22.6% | -23.1% |
| 3M | -12.5% | +8.7% | -21.1% | -20.9% |
| 6M | -21.4% | +28.5% | -50.0% | -41.2% |
| YTD | -3.5% | +25.1% | -28.6% | -25.8% |
| 1Y | +17.4% | +46.3% | -28.9% | -24.5% |
| 3Y | +291.3% | +154.9% | +136.3% | +28.4% |
| 5Y | +241.9% | +140.3% | +101.6% | +19.6% |
| All | +326.1% | +373.9% | -47.8% | -22.6% |
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