+71.3%
TXN vs RY
+159.6%
-88.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.7% |
| 7D | +2.2% | +2.7% | -0.5% | +0.4% |
| 30D | -9.5% | -1.0% | -8.5% | -9.0% |
| 3M | -10.5% | +7.6% | -18.2% | -14.8% |
| 6M | +35.4% | +29.5% | +5.9% | +14.4% |
| YTD | +51.8% | +24.2% | +27.6% | +31.2% |
| 1Y | +42.9% | +46.4% | -3.4% | +10.4% |
| 3Y | +71.3% | +159.4% | -88.1% | -10.8% |
| All | +71.3% | +159.6% | -88.2% | -10.8% |
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 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