+4,914.4%
TXN vs RY
+11,573.6%
-6,659.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.2% |
| 7D | -0.1% | +3.1% | -3.2% | -1.7% |
| 30D | -6.9% | -0.3% | -6.6% | -6.8% |
| 3M | -14.9% | +8.7% | -23.6% | -18.7% |
| 6M | +29.0% | +28.5% | +0.5% | +12.7% |
| YTD | +51.5% | +25.1% | +26.4% | +33.9% |
| 1Y | +41.6% | +46.3% | -4.7% | +15.0% |
| 3Y | +65.8% | +154.9% | -89.1% | -0.3% |
| 5Y | +56.8% | +140.3% | -83.5% | -3.0% |
| 10Y | +387.5% | +377.0% | +10.4% | +110.8% |
| All | +4,914.4% | +11,573.6% | -6,659.3% | +451.7% |
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