+187.6%
TTMI vs RY
+3,387.8%
-3,200.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.3% | +8.2% | +7.9% |
| 7D | -19.8% | -0.9% | -18.9% | -19.4% |
| 30D | -48.1% | +5.9% | -54.0% | -50.5% |
| 3M | -51.2% | -4.3% | -47.0% | -49.4% |
| 6M | -59.6% | +12.1% | -71.7% | -63.1% |
| YTD | -3.6% | +20.3% | -23.9% | -15.9% |
| 1Y | -2.3% | +41.0% | -43.4% | -24.4% |
| 3Y | +369.4% | +157.5% | +211.8% | +126.6% |
| 5Y | +365.4% | +123.2% | +242.2% | +150.8% |
| 10Y | +413.2% | +365.7% | +47.5% | +56.4% |
| All | +187.6% | +3,387.8% | -3,200.2% | -76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling