-51.4%
TSLQ vs RY
+45.9%
-97.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.8% | -7.2% | -9.6% |
| 7D | -8.6% | +2.7% | -11.3% | -2.9% |
| 30D | -24.9% | -1.0% | -23.9% | -26.6% |
| 3M | -1.5% | +7.6% | -9.2% | +18.8% |
| 6M | -18.1% | +29.5% | -47.5% | +53.4% |
| YTD | -0.1% | +24.2% | -24.3% | +70.9% |
| 1Y | -51.4% | +46.4% | -97.8% | +44.3% |
| All | -51.4% | +45.9% | -97.3% | +44.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling