+58.0%
TXN vs RY
+140.3%
-82.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.7% |
| 7D | +2.2% | +2.7% | -0.5% | +0.3% |
| 30D | -9.5% | -1.0% | -8.5% | -9.0% |
| 3M | -10.5% | +7.6% | -18.2% | -15.0% |
| 6M | +35.4% | +29.5% | +5.9% | +13.5% |
| YTD | +51.8% | +24.2% | +27.6% | +30.4% |
| 1Y | +42.9% | +46.4% | -3.4% | +9.5% |
| 3Y | +71.3% | +159.4% | -88.1% | -12.8% |
| 5Y | +58.0% | +141.8% | -83.8% | -16.0% |
| All | +58.0% | +140.3% | -82.3% | -16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling