+415.7%
TXN vs RY
+372.5%
+43.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.1% | +1.8% |
| 7D | +2.7% | -0.5% | +3.2% | +3.0% |
| 30D | -6.7% | -1.9% | -4.8% | -5.6% |
| 3M | -8.9% | +5.1% | -14.0% | -12.2% |
| 6M | +34.7% | +28.2% | +6.5% | +13.2% |
| YTD | +53.3% | +22.9% | +30.4% | +32.2% |
| 1Y | +45.0% | +45.5% | -0.4% | +11.0% |
| 3Y | +73.1% | +156.7% | -83.6% | -12.1% |
| 5Y | +59.9% | +137.7% | -77.8% | -15.0% |
| 10Y | +415.7% | +375.5% | +40.2% | +84.1% |
| All | +415.7% | +372.5% | +43.1% | +84.1% |
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