+46.7%
RY vs TCOM
-39.6%
+86.3%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.2% | -0.1% | +3.0% |
| 7D | +2.5% | +10.7% | -8.2% | +2.2% |
| 30D | +8.4% | +10.1% | -1.6% | +8.2% |
| 3M | +1.2% | -8.9% | +10.1% | +1.5% |
| 6M | +19.4% | -19.2% | +38.5% | +21.2% |
| YTD | +25.4% | -40.6% | +66.1% | +28.8% |
| 1Y | +46.7% | -39.0% | +85.7% | +49.8% |
| All | +46.7% | -39.6% | +86.3% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling