+349.4%
RY vs TMF
-81.8%
+431.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.0% | -0.7% |
| 7D | -0.5% | -8.2% | +7.6% | -1.0% |
| 30D | +4.7% | +5.3% | -0.6% | +5.1% |
| 3M | -4.5% | -8.5% | +4.0% | -4.9% |
| 6M | +12.5% | -17.2% | +29.7% | +11.4% |
| YTD | +21.1% | -23.4% | +44.6% | +19.4% |
| 1Y | +38.6% | -30.2% | +68.9% | +35.8% |
| 3Y | +160.2% | -32.9% | +193.1% | +157.3% |
| 5Y | +124.7% | -88.5% | +213.3% | +78.6% |
| All | +349.4% | -81.8% | +431.2% | +287.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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