+1,663.8%
TRMB vs RY
+11,191.3%
-9,527.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +0.8% |
| 7D | -16.6% | -0.6% | -16.0% | -16.6% |
| 30D | -8.9% | +6.1% | -15.0% | -12.4% |
| 3M | -6.3% | -3.4% | -2.9% | -5.1% |
| 6M | -10.0% | +12.8% | -22.7% | -17.0% |
| YTD | -30.1% | +21.0% | -51.1% | -38.4% |
| 1Y | -31.3% | +40.5% | -71.8% | -44.5% |
| 3Y | +30.8% | +159.9% | -129.1% | -26.8% |
| 5Y | -35.9% | +125.0% | -160.9% | -60.8% |
| 10Y | +101.7% | +350.6% | -248.8% | -15.7% |
| All | +1,663.8% | +11,191.3% | -9,527.5% | +116.4% |
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