+40.5%
RY vs TMF
-30.5%
+71.0%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | 0.0% |
| 7D | +0.6% | -9.3% | +9.8% | +1.9% |
| 30D | +5.0% | +1.9% | +3.1% | +4.8% |
| 3M | -5.3% | -11.2% | +5.9% | -4.0% |
| 6M | +13.8% | -17.7% | +31.5% | +16.1% |
| YTD | +21.0% | -24.5% | +45.4% | +23.2% |
| 1Y | +40.5% | -29.4% | +69.9% | +44.8% |
| All | +40.5% | -30.5% | +71.0% | +44.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling