+1,628.0%
TRMB vs RY
+11,266.1%
-9,638.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.7% | +0.6% |
| 7D | -17.9% | -1.1% | -16.8% | -17.7% |
| 30D | -12.0% | +4.4% | -16.4% | -14.6% |
| 3M | -8.4% | -2.9% | -5.5% | -7.5% |
| 6M | -21.5% | +15.6% | -37.1% | -28.8% |
| YTD | -31.5% | +21.8% | -53.4% | -39.9% |
| 1Y | -33.4% | +42.6% | -76.0% | -46.7% |
| 3Y | +26.5% | +160.9% | -134.4% | -29.4% |
| 5Y | -37.9% | +126.1% | -164.0% | -62.1% |
| 10Y | +107.3% | +371.7% | -264.4% | -15.5% |
| All | +1,628.0% | +11,266.1% | -9,638.1% | +111.2% |
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