+443.1%
TTMI vs RY
+3,528.5%
-3,085.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.7% | +9.5% | +9.4% |
| 7D | +5.9% | +3.1% | +2.7% | +3.2% |
| 30D | -4.3% | -0.3% | -4.0% | -3.8% |
| 3M | -32.0% | +8.7% | -40.7% | -36.2% |
| 6M | +19.5% | +28.5% | -9.1% | -1.0% |
| YTD | +82.0% | +25.1% | +56.9% | +54.0% |
| 1Y | +172.6% | +46.3% | +126.3% | +105.3% |
| 3Y | +744.7% | +154.9% | +589.7% | +311.5% |
| 5Y | +805.6% | +140.3% | +665.3% | +360.3% |
| 10Y | +1,057.6% | +377.0% | +680.6% | +246.2% |
| All | +443.1% | +3,528.5% | -3,085.3% | -56.8% |
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