-17.4%
TT vs RY
+15.7%
-33.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.9% | -1.5% | -2.8% |
| 7D | -9.0% | -1.1% | -7.9% | -8.3% |
| 30D | -17.6% | +4.4% | -22.1% | -19.3% |
| 3M | -18.7% | -2.9% | -15.7% | -16.8% |
| 6M | -17.4% | +15.6% | -33.0% | -27.0% |
| All | -17.4% | +15.7% | -33.1% | -27.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling