+411.3%
TTMI vs RY
+351.8%
+59.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.6% | -2.7% |
| 7D | +22.6% | -0.5% | +23.1% | +23.4% |
| 30D | -34.3% | +4.7% | -39.0% | -37.0% |
| 3M | -44.8% | -4.5% | -40.3% | -42.2% |
| 6M | -53.3% | +12.5% | -65.8% | -57.9% |
| YTD | +10.6% | +21.1% | -10.6% | -5.9% |
| 1Y | +8.2% | +38.6% | -30.4% | -17.7% |
| 3Y | +435.7% | +160.2% | +275.5% | +135.3% |
| 5Y | +434.2% | +124.7% | +309.5% | +164.7% |
| All | +411.3% | +351.8% | +59.4% | +47.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling