+198.3%
TSCO vs RY
+351.8%
-153.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +0.1% | -0.5% | +0.6% | +0.3% |
| 30D | +8.7% | +4.7% | +3.9% | +6.5% |
| 3M | +1.2% | -4.5% | +5.7% | +3.1% |
| 6M | +21.6% | +12.5% | +9.0% | +14.9% |
| YTD | -25.3% | +21.1% | -46.5% | -31.8% |
| 1Y | -33.0% | +38.6% | -71.6% | -42.4% |
| 3Y | -2.3% | +160.2% | -162.4% | -37.1% |
| 5Y | -9.2% | +124.7% | -133.9% | -38.1% |
| All | +198.3% | +351.8% | -153.6% | +59.9% |
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