+258.4%
TPR vs RY
+124.6%
+133.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.9% | +9.9% | +9.6% |
| 7D | +13.9% | -1.1% | +15.0% | +14.7% |
| 30D | +14.9% | +4.4% | +10.5% | +10.3% |
| 3M | -15.4% | -2.9% | -12.4% | -13.7% |
| 6M | -4.5% | +15.6% | -20.0% | -17.1% |
| YTD | +6.0% | +21.8% | -15.8% | -12.4% |
| 1Y | +24.3% | +42.6% | -18.3% | -10.9% |
| 3Y | +412.8% | +160.9% | +251.9% | +104.5% |
| 5Y | +258.4% | +126.1% | +132.4% | +69.1% |
| All | +258.4% | +124.6% | +133.8% | +69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling