-9.1%
TSN vs RY
+371.6%
-380.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.4% | +2.0% |
| 7D | -5.0% | +2.7% | -7.8% | -6.3% |
| 30D | -9.1% | -1.0% | -8.1% | -8.8% |
| 3M | -7.4% | +7.6% | -15.1% | -10.8% |
| 6M | -13.4% | +29.5% | -42.8% | -23.8% |
| YTD | -8.5% | +24.2% | -32.7% | -18.0% |
| 1Y | -3.2% | +46.4% | -49.6% | -20.0% |
| 3Y | +11.5% | +159.4% | -147.9% | -31.7% |
| 5Y | -19.5% | +141.8% | -161.4% | -49.5% |
| 10Y | -9.1% | +373.9% | -383.0% | -58.5% |
| All | -9.1% | +371.6% | -380.7% | -58.5% |
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 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