-97.6%
TSLQ vs RY
+148.7%
-246.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +1.5% | -12.6% | -8.7% |
| 7D | +8.5% | -0.2% | +8.7% | +8.7% |
| 30D | -4.8% | +7.1% | -11.8% | +7.0% |
| 3M | -34.9% | -2.7% | -32.2% | -37.1% |
| 6M | -10.6% | +13.8% | -24.4% | +13.1% |
| YTD | -13.4% | +22.1% | -35.4% | +26.6% |
| 1Y | -25.9% | +43.1% | -69.0% | +39.3% |
| 3Y | -96.9% | +163.6% | -260.5% | -85.7% |
| All | -97.6% | +148.7% | -246.3% | -88.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling