+500.3%
TTD vs RY
+351.8%
+148.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.7% | -2.8% |
| 7D | +20.8% | -0.5% | +21.3% | +21.5% |
| 30D | +27.1% | +4.7% | +22.4% | +22.2% |
| 3M | +14.7% | -4.5% | +19.2% | +19.6% |
| 6M | -26.8% | +12.5% | -39.4% | -34.5% |
| YTD | -59.2% | +21.1% | -80.4% | -66.1% |
| 1Y | -64.7% | +38.6% | -103.3% | -74.1% |
| 3Y | -75.8% | +160.2% | -236.0% | -90.3% |
| 5Y | -84.6% | +124.7% | -209.3% | -92.8% |
| All | +500.3% | +351.8% | +148.5% | +75.0% |
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 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