+1,020.2%
RY vs TMF
-69.1%
+1,089.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.4% | -2.8% |
| 7D | -1.1% | +2.7% | -3.8% | -0.8% |
| 30D | +4.4% | +19.3% | -14.9% | +6.8% |
| 3M | -2.9% | -3.7% | +0.7% | -3.3% |
| 6M | +15.6% | -11.3% | +26.9% | +14.0% |
| YTD | +21.8% | -16.6% | +38.4% | +19.4% |
| 1Y | +42.6% | -21.1% | +63.7% | +38.8% |
| 3Y | +160.9% | -26.8% | +187.7% | +156.1% |
| 5Y | +126.1% | -88.0% | +214.1% | +68.6% |
| 10Y | +371.7% | -84.7% | +456.4% | +301.2% |
| All | +1,020.2% | -69.1% | +1,089.3% | +1,223.3% |
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