+10,300.9%
TYL vs RY
+11,573.6%
-1,272.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.7% |
| 7D | -3.7% | +3.1% | -6.8% | -4.9% |
| 30D | +18.7% | -0.3% | +19.1% | +18.7% |
| 3M | +18.1% | +8.7% | +9.5% | +13.7% |
| 6M | -1.1% | +28.5% | -29.7% | -11.5% |
| YTD | -19.8% | +25.1% | -44.9% | -27.5% |
| 1Y | -34.3% | +46.3% | -80.6% | -44.4% |
| 3Y | -8.2% | +154.9% | -163.2% | -38.7% |
| 5Y | -25.4% | +140.3% | -165.7% | -48.9% |
| 10Y | +115.6% | +377.0% | -261.5% | +9.1% |
| All | +10,300.9% | +11,573.6% | -1,272.8% | +1,540.3% |
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 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