+1,050.5%
RY vs TMF
-68.9%
+1,119.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | +3.1% | -1.4% | +4.6% | +2.9% |
| 30D | -0.3% | -2.8% | +2.5% | -0.6% |
| 3M | +8.7% | -10.9% | +19.6% | +7.2% |
| 6M | +28.5% | -21.3% | +49.9% | +24.9% |
| YTD | +25.1% | -15.9% | +41.0% | +22.7% |
| 1Y | +46.3% | -15.7% | +62.0% | +43.7% |
| 3Y | +154.9% | -43.4% | +198.3% | +141.0% |
| 5Y | +140.3% | -87.8% | +228.1% | +80.3% |
| 10Y | +377.0% | -86.7% | +463.8% | +294.2% |
| All | +1,050.5% | -68.9% | +1,119.4% | +1,260.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling