+11.7%
TSN vs RY
+360.6%
-348.9%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.1% |
| 7D | +4.6% | -0.9% | +5.5% | +5.1% |
| 30D | +15.4% | +5.9% | +9.6% | +12.5% |
| 3M | +2.9% | -4.3% | +7.2% | +4.7% |
| 6M | -10.8% | +12.1% | -22.9% | -15.8% |
| YTD | +4.5% | +20.3% | -15.8% | -4.9% |
| 1Y | +19.5% | +41.0% | -21.5% | +0.7% |
| 3Y | +42.2% | +157.5% | -115.3% | -12.2% |
| 5Y | -14.2% | +123.2% | -137.4% | -43.7% |
| All | +11.7% | +360.6% | -348.9% | -35.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling