-74.8%
TTD vs RY
+161.8%
-236.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.1% | +3.3% |
| 7D | +20.8% | -3.0% | +23.8% | +23.4% |
| 30D | +33.8% | +6.3% | +27.6% | +28.8% |
| 3M | +17.8% | -2.6% | +20.4% | +20.0% |
| 6M | -25.7% | +13.9% | -39.7% | -32.4% |
| YTD | -57.9% | +21.7% | -79.6% | -63.5% |
| 1Y | -63.8% | +40.4% | -104.3% | -72.0% |
| All | -74.8% | +161.8% | -236.7% | -87.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling