-95.5%
TSLQ vs RY
+159.8%
-255.3%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.7% | +12.7% | +10.6% |
| 7D | -5.8% | +3.1% | -8.9% | +0.5% |
| 30D | -22.1% | -0.3% | -21.8% | -22.6% |
| 3M | +10.1% | +8.7% | +1.4% | +32.9% |
| 6M | -6.8% | +28.5% | -35.3% | +58.8% |
| YTD | +8.5% | +25.1% | -16.6% | +77.6% |
| 1Y | -49.7% | +46.3% | -96.0% | +13.1% |
| All | -95.5% | +159.8% | -255.3% | -73.5% |
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