+191.1%
TRI vs RY
+377.3%
-186.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.8% | +1.7% |
| 7D | -7.9% | -2.2% | -5.7% | -6.9% |
| 30D | -4.5% | -3.6% | -1.0% | -3.0% |
| 3M | +22.1% | +3.9% | +18.2% | +19.4% |
| 6M | -2.8% | +26.4% | -29.2% | -13.6% |
| YTD | -23.4% | +22.3% | -45.7% | -31.0% |
| 1Y | -41.5% | +43.7% | -85.2% | -51.3% |
| 3Y | -19.2% | +154.0% | -173.2% | -49.5% |
| 5Y | -9.4% | +137.6% | -147.0% | -42.4% |
| All | +191.1% | +377.3% | -186.2% | +27.9% |
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