-24.9%
TSLL vs RY
+158.9%
-183.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -2.9% | -19.0% | -15.9% |
| 7D | -28.9% | -1.1% | -27.8% | -26.7% |
| 30D | -21.4% | +4.4% | -25.9% | -27.7% |
| 3M | +5.0% | -2.9% | +7.9% | +11.7% |
| 6M | -36.6% | +15.6% | -52.1% | -52.7% |
| YTD | -56.6% | +21.8% | -78.5% | -70.9% |
| 1Y | -60.9% | +42.6% | -103.5% | -81.4% |
| All | -24.9% | +158.9% | -183.8% | -84.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling