+10.3%
TXG vs RY
+234.9%
-224.6%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.4% | -1.4% |
| 7D | -1.8% | +0.6% | -2.4% | -2.2% |
| 30D | -20.4% | +5.0% | -25.4% | -23.1% |
| 3M | +0.1% | -5.3% | +5.4% | +4.8% |
| 6M | +176.2% | +13.8% | +162.3% | +149.0% |
| YTD | +256.8% | +21.0% | +235.8% | +206.4% |
| 1Y | +255.9% | +40.5% | +215.4% | +170.0% |
| 3Y | +60.2% | +159.7% | -99.4% | -22.9% |
| 5Y | -65.1% | +124.3% | -189.4% | -81.2% |
| All | +10.3% | +234.9% | -224.6% | -50.9% |
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