+3.3%
TTMI vs RY
+41.3%
-38.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.6% | +8.0% | +7.6% |
| 7D | -11.5% | -0.6% | -10.9% | -10.6% |
| 30D | -40.3% | +6.1% | -46.5% | -46.0% |
| 3M | -44.5% | -3.4% | -41.1% | -40.7% |
| 6M | -54.1% | +12.8% | -66.9% | -64.0% |
| YTD | +4.7% | +21.0% | -16.3% | -31.4% |
| 1Y | +3.3% | +40.5% | -37.1% | -53.7% |
| All | +3.3% | +41.3% | -38.0% | -53.7% |
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