+750.6%
TT vs RY
+367.8%
+382.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.5% | +3.2% | +3.6% |
| 7D | +1.7% | -0.2% | +1.9% | +1.8% |
| 30D | -11.8% | +7.1% | -18.9% | -16.1% |
| 3M | -12.6% | -2.7% | -9.9% | -11.1% |
| 6M | -9.4% | +13.8% | -23.1% | -17.6% |
| YTD | +8.8% | +22.1% | -13.2% | -5.9% |
| 1Y | -2.5% | +43.1% | -45.6% | -24.8% |
| 3Y | +95.7% | +163.6% | -68.0% | -4.5% |
| 5Y | +135.7% | +126.2% | +9.5% | +27.6% |
| 10Y | +750.6% | +358.7% | +391.9% | +195.5% |
| All | +750.6% | +367.8% | +382.8% | +195.5% |
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