-64.4%
TTD vs RY
+41.3%
-105.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.3% | +0.6% | +18.6% | +19.0% |
| 7D | +19.9% | -0.6% | +20.5% | +20.3% |
| 30D | +27.6% | +6.1% | +21.5% | +25.0% |
| 3M | +15.2% | -3.4% | +18.5% | +16.7% |
| 6M | -33.2% | +12.8% | -46.0% | -35.9% |
| YTD | -59.4% | +21.0% | -80.4% | -61.4% |
| 1Y | -64.4% | +40.5% | -104.8% | -70.9% |
| All | -64.4% | +41.3% | -105.7% | -70.9% |
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