+430.9%
TTD vs RY
+372.4%
+58.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.1% | +3.1% |
| 7D | +20.8% | -3.0% | +23.8% | +24.2% |
| 30D | +33.8% | +6.3% | +27.6% | +27.0% |
| 3M | +17.8% | -2.6% | +20.4% | +20.6% |
| 6M | -25.7% | +13.9% | -39.7% | -34.3% |
| YTD | -57.9% | +21.7% | -79.6% | -65.1% |
| 1Y | -63.8% | +40.4% | -104.3% | -73.8% |
| 3Y | -75.0% | +161.3% | -236.4% | -90.1% |
| 5Y | -82.5% | +126.5% | -209.0% | -91.9% |
| 10Y | +527.9% | +354.3% | +173.5% | +68.0% |
| All | +430.9% | +372.4% | +58.5% | +34.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling