+8,504.0%
TT vs RY
+11,602.4%
-3,098.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.0% | -4.7% | -3.6% |
| 7D | -8.5% | +2.5% | -10.9% | -9.9% |
| 30D | -12.8% | +8.4% | -21.2% | -17.2% |
| 3M | -12.9% | +1.2% | -14.1% | -13.7% |
| 6M | -15.2% | +19.4% | -34.6% | -24.4% |
| YTD | +6.2% | +25.4% | -19.2% | -8.1% |
| 1Y | -4.5% | +46.7% | -51.2% | -25.2% |
| 3Y | +93.6% | +168.6% | -75.0% | +2.8% |
| 5Y | +141.1% | +132.3% | +8.8% | +39.5% |
| 10Y | +796.8% | +385.7% | +411.1% | +226.7% |
| All | +8,504.0% | +11,602.4% | -3,098.4% | +694.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling