+366.4%
TTMI vs RY
+122.0%
+244.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.3% | +8.2% | +8.2% |
| 7D | -19.8% | -0.9% | -18.9% | -19.2% |
| 30D | -48.1% | +5.9% | -54.0% | -51.0% |
| 3M | -51.2% | -4.3% | -47.0% | -49.0% |
| 6M | -59.6% | +12.1% | -71.7% | -63.8% |
| YTD | -3.6% | +20.3% | -23.9% | -18.8% |
| 1Y | -2.3% | +41.0% | -43.4% | -28.2% |
| 3Y | +369.4% | +157.5% | +211.8% | +100.0% |
| All | +366.4% | +122.0% | +244.4% | +127.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling