+464.6%
TTD vs RY
+360.6%
+104.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +2.1% |
| 7D | +5.2% | -0.9% | +6.1% | +6.0% |
| 30D | +6.9% | +5.9% | +1.1% | +1.7% |
| 3M | -26.8% | -4.3% | -22.6% | -24.0% |
| 6M | -46.1% | +12.1% | -58.3% | -51.7% |
| YTD | -65.9% | +20.3% | -86.2% | -71.5% |
| 1Y | -71.8% | +41.0% | -112.8% | -79.7% |
| 3Y | -83.3% | +157.5% | -240.8% | -93.3% |
| 5Y | -81.1% | +123.2% | -204.3% | -91.1% |
| All | +464.6% | +360.6% | +104.1% | +66.6% |
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