+18.8%
TXG vs RY
+246.5%
-227.7%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.3% |
| 7D | +1.8% | +3.1% | -1.3% | -0.7% |
| 30D | +32.0% | -0.3% | +32.3% | +31.9% |
| 3M | +87.0% | +8.7% | +78.4% | +74.3% |
| 6M | +180.1% | +28.5% | +151.5% | +128.9% |
| YTD | +284.1% | +25.1% | +259.0% | +219.6% |
| 1Y | +361.7% | +46.3% | +315.4% | +238.5% |
| 3Y | +15.9% | +154.9% | -139.0% | -43.9% |
| 5Y | -66.2% | +140.3% | -206.5% | -82.6% |
| All | +18.8% | +246.5% | -227.7% | -48.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling