+125.7%
TT vs RY
+124.6%
+1.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.9% | -1.5% | -2.5% |
| 7D | -9.0% | -1.1% | -7.9% | -8.3% |
| 30D | -17.6% | +4.4% | -22.1% | -20.0% |
| 3M | -18.7% | -2.9% | -15.7% | -17.2% |
| 6M | -17.4% | +15.6% | -33.0% | -25.1% |
| YTD | +1.5% | +21.8% | -20.3% | -11.1% |
| 1Y | -9.4% | +42.6% | -52.0% | -28.4% |
| 3Y | +85.1% | +160.9% | -75.8% | -4.1% |
| 5Y | +125.7% | +126.1% | -0.3% | +27.3% |
| All | +125.7% | +124.6% | +1.1% | +27.3% |
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