+157.5%
RY vs TCOM
+7.1%
+150.4%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | +3.1% | -9.5% | +12.6% | +3.9% |
| 30D | -0.3% | -10.7% | +10.4% | +0.5% |
| 3M | +8.7% | -14.6% | +23.3% | +9.9% |
| 6M | +28.5% | -19.3% | +47.9% | +30.6% |
| YTD | +25.1% | -42.9% | +68.1% | +30.7% |
| 1Y | +46.3% | -43.8% | +90.1% | +53.0% |
| All | +157.5% | +7.1% | +150.4% | +153.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling