+19.2%
TXG vs RY
+235.1%
-215.9%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.6% | +5.5% | +5.6% |
| 7D | -3.7% | -0.6% | -3.1% | -2.9% |
| 30D | -22.0% | +6.1% | -28.1% | -25.4% |
| 3M | +7.4% | -3.4% | +10.8% | +10.4% |
| 6M | +191.2% | +12.8% | +178.4% | +164.3% |
| YTD | +285.7% | +21.0% | +264.6% | +230.7% |
| 1Y | +268.3% | +40.5% | +227.8% | +179.2% |
| 3Y | +77.3% | +159.9% | -82.6% | -14.9% |
| 5Y | -62.3% | +125.0% | -187.3% | -79.8% |
| All | +19.2% | +235.1% | -215.9% | -47.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling