-96.9%
TSLQ vs RY
+163.3%
-260.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +1.5% | -12.6% | -8.1% |
| 7D | +8.5% | -0.2% | +8.7% | +8.6% |
| 30D | -4.8% | +7.1% | -11.8% | +9.9% |
| 3M | -34.9% | -2.7% | -32.2% | -38.0% |
| 6M | -10.6% | +13.8% | -24.4% | +19.9% |
| YTD | -13.4% | +22.1% | -35.4% | +39.1% |
| 1Y | -25.9% | +43.1% | -69.0% | +65.9% |
| 3Y | -96.9% | +163.6% | -260.5% | -81.6% |
| All | -96.9% | +163.3% | -260.3% | -81.6% |
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