+10.7%
TTMI vs RY
+46.4%
-35.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +3.0% | -13.1% | -14.6% |
| 7D | -19.2% | +2.5% | -21.6% | -22.6% |
| 30D | -44.9% | +8.4% | -53.3% | -52.1% |
| 3M | -44.7% | +1.2% | -46.0% | -45.6% |
| 6M | -53.4% | +19.4% | -72.8% | -67.2% |
| YTD | +6.3% | +25.4% | -19.1% | -34.6% |
| 1Y | +10.7% | +46.7% | -36.0% | -53.1% |
| All | +10.7% | +46.4% | -35.7% | -53.1% |
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