+24.4%
TXG vs RY
+243.9%
-219.5%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.8% | +5.5% | +5.3% |
| 7D | +9.4% | +2.7% | +6.7% | +7.0% |
| 30D | +26.1% | -1.0% | +27.1% | +26.7% |
| 3M | +124.8% | +7.6% | +117.2% | +111.1% |
| 6M | +215.2% | +29.5% | +185.8% | +156.0% |
| YTD | +302.2% | +24.2% | +278.0% | +236.6% |
| 1Y | +370.9% | +46.4% | +324.5% | +245.0% |
| 3Y | +38.5% | +159.4% | -120.9% | -33.7% |
| 5Y | -64.4% | +141.8% | -206.2% | -81.7% |
| All | +24.4% | +243.9% | -219.5% | -46.1% |
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