+1,894.2%
RY vs TCOM
+2,922.3%
-1,028.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.5% |
| 7D | -0.9% | +12.1% | -13.0% | -2.6% |
| 30D | +5.9% | +16.5% | -10.6% | +3.4% |
| 3M | -4.3% | -4.0% | -0.2% | -3.9% |
| 6M | +12.1% | -18.5% | +30.6% | +15.0% |
| YTD | +20.3% | -38.3% | +58.6% | +28.1% |
| 1Y | +41.0% | -36.6% | +77.6% | +49.5% |
| 3Y | +157.5% | +31.1% | +126.4% | +137.2% |
| 5Y | +123.2% | +47.6% | +75.6% | +91.9% |
| 10Y | +365.7% | +5.1% | +360.6% | +300.4% |
| All | +1,894.2% | +2,922.3% | -1,028.0% | +978.9% |
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 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