+911.5%
TT vs RY
+373.9%
+537.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.3% |
| 7D | 0.0% | +3.1% | -3.1% | -2.2% |
| 30D | -7.2% | -0.3% | -6.8% | -7.0% |
| 3M | -3.0% | +8.7% | -11.6% | -8.7% |
| 6M | +1.4% | +28.5% | -27.2% | -15.4% |
| YTD | +15.9% | +25.1% | -9.2% | -1.5% |
| 1Y | +9.4% | +46.3% | -36.9% | -16.9% |
| 3Y | +124.4% | +154.9% | -30.6% | +12.2% |
| 5Y | +138.0% | +140.3% | -2.3% | +23.0% |
| All | +911.5% | +373.9% | +537.5% | +222.2% |
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