+175.2%
TYL vs RY
+366.5%
-191.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.6% | +2.9% |
| 7D | +15.1% | -1.1% | +16.2% | +15.6% |
| 30D | +30.1% | +4.4% | +25.6% | +27.6% |
| 3M | +40.4% | -2.9% | +43.3% | +41.8% |
| 6M | +31.3% | +15.6% | +15.7% | +22.2% |
| YTD | -5.2% | +21.8% | -27.0% | -14.1% |
| 1Y | -6.6% | +42.6% | -49.2% | -21.4% |
| 3Y | +3.4% | +160.9% | -157.5% | -34.8% |
| 5Y | -19.3% | +126.1% | -145.3% | -45.8% |
| All | +175.2% | +366.5% | -191.4% | +53.3% |
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