+1,974.7%
RY vs TCOM
+2,694.8%
-720.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | +3.1% | -9.5% | +12.6% | +4.6% |
| 30D | -0.3% | -10.7% | +10.4% | +1.3% |
| 3M | +8.7% | -14.6% | +23.3% | +10.8% |
| 6M | +28.5% | -19.3% | +47.9% | +32.1% |
| YTD | +25.1% | -42.9% | +68.1% | +35.0% |
| 1Y | +46.3% | -43.8% | +90.1% | +58.0% |
| 3Y | +154.9% | +2.1% | +152.8% | +144.1% |
| 5Y | +140.3% | +31.2% | +109.1% | +110.3% |
| 10Y | +377.0% | -13.9% | +391.0% | +323.3% |
| All | +1,974.7% | +2,694.8% | -720.1% | +1,037.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling