+126.1%
RY vs TMF
-87.8%
+213.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.4% | -2.9% |
| 7D | -1.1% | +2.7% | -3.8% | -1.2% |
| 30D | +4.4% | +19.3% | -14.9% | +3.7% |
| 3M | -2.9% | -3.7% | +0.7% | -2.9% |
| 6M | +15.6% | -11.3% | +26.9% | +16.0% |
| YTD | +21.8% | -16.6% | +38.4% | +22.4% |
| 1Y | +42.6% | -21.1% | +63.7% | +43.5% |
| 3Y | +160.9% | -26.8% | +187.7% | +162.6% |
| 5Y | +126.1% | -88.0% | +214.1% | +105.7% |
| All | +126.1% | -87.8% | +213.9% | +105.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling