+175.2%
TTMI vs RY
+45.9%
+129.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.7% | +4.3% |
| 7D | +12.2% | +2.7% | +9.4% | +6.4% |
| 30D | -5.7% | -1.0% | -4.7% | -3.6% |
| 3M | -27.5% | +7.6% | -35.1% | -36.9% |
| 6M | +47.1% | +29.5% | +17.7% | -11.0% |
| YTD | +87.5% | +24.2% | +63.3% | +20.1% |
| 1Y | +175.2% | +46.4% | +128.8% | +30.5% |
| All | +175.2% | +45.9% | +129.3% | +30.5% |
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