+804.9%
TTMI vs RY
+154.9%
+650.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.7% | +9.5% | +9.6% |
| 7D | +5.9% | +3.1% | +2.7% | +2.2% |
| 30D | -4.3% | -0.3% | -4.0% | -3.7% |
| 3M | -32.0% | +8.7% | -40.7% | -37.6% |
| 6M | +19.5% | +28.5% | -9.1% | -7.5% |
| YTD | +82.0% | +25.1% | +56.9% | +44.3% |
| 1Y | +172.6% | +46.3% | +126.3% | +89.0% |
| All | +804.9% | +154.9% | +650.0% | +238.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling