-24.8%
TYL vs RY
+140.8%
-165.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.7% |
| 7D | -3.7% | +3.1% | -6.8% | -5.1% |
| 30D | +18.7% | -0.3% | +19.1% | +18.7% |
| 3M | +18.1% | +8.7% | +9.5% | +12.3% |
| 6M | -1.1% | +28.5% | -29.7% | -14.9% |
| YTD | -19.8% | +25.1% | -44.9% | -29.9% |
| 1Y | -34.3% | +46.3% | -80.6% | -47.8% |
| 3Y | -8.2% | +154.9% | -163.2% | -50.0% |
| All | -24.8% | +140.8% | -165.5% | -57.8% |
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 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