-63.8%
TTD vs RY
+41.1%
-105.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.1% | +3.4% |
| 7D | +20.8% | -3.0% | +23.8% | +22.5% |
| 30D | +33.8% | +6.3% | +27.6% | +30.9% |
| 3M | +17.8% | -2.6% | +20.4% | +19.0% |
| 6M | -25.7% | +13.9% | -39.7% | -29.1% |
| YTD | -57.9% | +21.7% | -79.6% | -60.1% |
| 1Y | -63.8% | +40.4% | -104.3% | -70.3% |
| All | -63.8% | +41.1% | -105.0% | -70.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling