+84.7%
TFC vs RY
+367.8%
-283.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +0.3% |
| 7D | +0.3% | -0.2% | +0.5% | +0.5% |
| 30D | +9.2% | +7.1% | +2.1% | +1.4% |
| 3M | -2.9% | -2.7% | -0.2% | -0.2% |
| 6M | +3.5% | +13.8% | -10.3% | -10.3% |
| YTD | +5.4% | +22.1% | -16.6% | -15.5% |
| 1Y | +17.3% | +43.1% | -25.8% | -21.1% |
| 3Y | +96.7% | +163.6% | -67.0% | -34.5% |
| 5Y | -1.1% | +126.2% | -127.3% | -60.6% |
| 10Y | +84.7% | +358.7% | -274.0% | -57.0% |
| All | +84.7% | +367.8% | -283.0% | -57.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling