+14.4%
TFC vs RY
+46.1%
-31.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.6% |
| 7D | +2.4% | +3.1% | -0.7% | -0.1% |
| 30D | -1.3% | -0.3% | -1.0% | -1.1% |
| 3M | +6.1% | +8.7% | -2.6% | -1.5% |
| 6M | +7.3% | +28.5% | -21.2% | -13.0% |
| YTD | +8.2% | +25.1% | -16.9% | -10.9% |
| 1Y | +14.4% | +46.3% | -31.9% | -17.8% |
| All | +14.4% | +46.1% | -31.6% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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