+8,125.6%
TT vs RY
+11,266.1%
-3,140.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.9% | -1.5% | -2.6% |
| 7D | -9.0% | -1.1% | -7.9% | -8.3% |
| 30D | -17.6% | +4.4% | -22.1% | -19.9% |
| 3M | -18.7% | -2.9% | -15.7% | -17.3% |
| 6M | -17.4% | +15.6% | -33.0% | -24.8% |
| YTD | +1.5% | +21.8% | -20.3% | -10.5% |
| 1Y | -9.4% | +42.6% | -52.0% | -27.7% |
| 3Y | +85.1% | +160.9% | -75.8% | +0.1% |
| 5Y | +125.7% | +126.1% | -0.3% | +33.0% |
| 10Y | +757.3% | +371.7% | +385.6% | +218.2% |
| All | +8,125.6% | +11,266.1% | -3,140.4% | +673.8% |
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