+348.6%
RY vs TCOM
+5.9%
+342.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.3% |
| 7D | +0.6% | -1.8% | +2.4% | +0.8% |
| 30D | +5.0% | +12.1% | -7.1% | +3.4% |
| 3M | -5.3% | -3.2% | -2.1% | -5.1% |
| 6M | +13.8% | -16.6% | +30.5% | +16.1% |
| YTD | +21.0% | -39.4% | +60.3% | +28.2% |
| 1Y | +40.5% | -41.5% | +82.0% | +49.6% |
| 3Y | +159.7% | +24.4% | +135.3% | +142.0% |
| 5Y | +124.3% | +41.6% | +82.8% | +97.5% |
| All | +348.6% | +5.9% | +342.8% | +276.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling