-14.0%
TSN vs RY
+122.0%
-136.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.2% |
| 7D | +4.6% | -0.9% | +5.5% | +5.0% |
| 30D | +15.4% | +5.9% | +9.6% | +13.1% |
| 3M | +2.9% | -4.3% | +7.2% | +4.4% |
| 6M | -10.8% | +12.1% | -22.9% | -15.0% |
| YTD | +4.5% | +20.3% | -15.8% | -3.6% |
| 1Y | +19.5% | +41.0% | -21.5% | +3.1% |
| 3Y | +42.2% | +157.5% | -115.3% | -8.1% |
| All | -14.0% | +122.0% | -136.0% | -40.3% |
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