+16.0%
TTMI vs RY
+41.1%
-25.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.6% | +8.4% | +8.1% |
| 7D | +7.2% | -3.0% | +10.2% | +13.4% |
| 30D | -28.7% | +6.3% | -34.9% | -35.4% |
| 3M | -39.8% | -2.6% | -37.2% | -36.4% |
| 6M | -51.7% | +13.9% | -65.6% | -62.8% |
| YTD | +14.1% | +21.7% | -7.6% | -25.9% |
| 1Y | +16.0% | +40.4% | -24.5% | -47.6% |
| All | +16.0% | +41.1% | -25.2% | -47.6% |
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