+8,486.3%
TPR vs RY
+3,475.8%
+5,010.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.9% | +9.9% | +9.3% |
| 7D | +13.9% | -1.1% | +15.0% | +14.6% |
| 30D | +14.9% | +4.4% | +10.5% | +10.9% |
| 3M | -15.4% | -2.9% | -12.4% | -13.9% |
| 6M | -4.5% | +15.6% | -20.0% | -15.2% |
| YTD | +6.0% | +21.8% | -15.8% | -9.6% |
| 1Y | +24.3% | +42.6% | -18.3% | -6.0% |
| 3Y | +412.8% | +160.9% | +251.9% | +142.0% |
| 5Y | +258.4% | +126.1% | +132.4% | +90.0% |
| 10Y | +396.8% | +371.7% | +25.1% | +65.2% |
| All | +8,486.3% | +3,475.8% | +5,010.5% | +577.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling