+429.1%
TTMI vs RY
+160.3%
+268.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.7% |
| 7D | +11.4% | +0.6% | +10.8% | +11.0% |
| 30D | -28.3% | +5.0% | -33.3% | -32.0% |
| 3M | -46.7% | -5.3% | -41.3% | -43.2% |
| 6M | -56.1% | +13.8% | -70.0% | -61.6% |
| YTD | +7.4% | +21.0% | -13.6% | -11.6% |
| 1Y | +17.4% | +40.5% | -23.1% | -14.9% |
| 3Y | +429.1% | +159.7% | +269.5% | +112.5% |
| All | +429.1% | +160.3% | +268.9% | +112.5% |
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 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