+753.3%
TT vs RY
+360.6%
+392.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.7% | +3.3% |
| 7D | -2.0% | -0.9% | -1.1% | -1.5% |
| 30D | -14.0% | +5.9% | -19.9% | -17.5% |
| 3M | -15.9% | -4.3% | -11.6% | -13.4% |
| 6M | -17.3% | +12.1% | -29.4% | -24.1% |
| YTD | +4.0% | +20.3% | -16.3% | -9.2% |
| 1Y | -7.1% | +41.0% | -48.1% | -27.6% |
| 3Y | +90.2% | +157.5% | -67.3% | -5.7% |
| 5Y | +131.1% | +123.2% | +7.9% | +26.2% |
| All | +753.3% | +360.6% | +392.7% | +196.7% |
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