+60.2%
TXG vs RY
+160.3%
-100.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.4% | -1.3% |
| 7D | -1.8% | +0.6% | -2.4% | -2.3% |
| 30D | -20.4% | +5.0% | -25.4% | -24.0% |
| 3M | +0.1% | -5.3% | +5.4% | +6.8% |
| 6M | +176.2% | +13.8% | +162.3% | +135.9% |
| YTD | +256.8% | +21.0% | +235.8% | +183.1% |
| 1Y | +255.9% | +40.5% | +215.4% | +132.3% |
| 3Y | +60.2% | +159.7% | -99.4% | -54.9% |
| All | +60.2% | +160.3% | -100.1% | -54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling