+550.5%
TTD vs RY
+367.8%
+182.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +1.5% | +14.0% | +14.1% |
| 7D | +19.0% | -0.2% | +19.2% | +19.3% |
| 30D | +23.6% | +7.1% | +16.5% | +16.6% |
| 3M | +8.2% | -2.7% | +10.9% | +10.9% |
| 6M | -35.3% | +13.8% | -49.1% | -42.7% |
| YTD | -60.7% | +22.1% | -82.7% | -67.5% |
| 1Y | -65.3% | +43.1% | -108.3% | -75.3% |
| 3Y | -80.6% | +163.6% | -244.2% | -92.3% |
| 5Y | -84.6% | +126.2% | -210.9% | -92.8% |
| 10Y | +550.5% | +358.7% | +191.8% | +91.3% |
| All | +550.5% | +367.8% | +182.8% | +91.3% |
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 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