+53.4%
TXG vs RY
+155.6%
-102.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +3.6% |
| 7D | -15.4% | -0.9% | -14.6% | -14.3% |
| 30D | -22.1% | +5.9% | -28.0% | -26.4% |
| 3M | +30.0% | -4.3% | +34.3% | +36.5% |
| 6M | +160.7% | +12.1% | +148.6% | +126.5% |
| YTD | +263.5% | +20.3% | +243.2% | +190.1% |
| 1Y | +356.0% | +41.0% | +315.0% | +196.4% |
| 3Y | +53.4% | +157.5% | -104.2% | -56.2% |
| All | +53.4% | +155.6% | -102.2% | -56.2% |
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