+469.9%
TXN vs RY
+354.4%
+115.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.6% | +7.7% | +7.9% |
| 7D | -3.8% | -0.6% | -3.2% | -3.3% |
| 30D | +6.4% | +6.1% | +0.3% | +2.3% |
| 3M | +7.7% | -3.4% | +11.1% | +10.3% |
| 6M | +5.5% | +12.8% | -7.3% | -3.1% |
| YTD | +77.0% | +21.0% | +56.0% | +54.4% |
| 1Y | +91.2% | +40.5% | +50.8% | +50.2% |
| 3Y | +121.5% | +159.9% | -38.4% | +11.7% |
| 5Y | +84.9% | +125.0% | -40.1% | +2.2% |
| 10Y | +469.9% | +350.6% | +119.3% | +118.6% |
| All | +469.9% | +354.4% | +115.5% | +118.6% |
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