+14.6%
TFC vs RY
+45.9%
-31.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.4% | -1.5% |
| 7D | +2.2% | +2.7% | -0.5% | 0.0% |
| 30D | -2.5% | -1.0% | -1.5% | -1.7% |
| 3M | +4.5% | +7.6% | -3.1% | -2.1% |
| 6M | +11.0% | +29.5% | -18.5% | -10.4% |
| YTD | +5.9% | +24.2% | -18.3% | -12.2% |
| 1Y | +14.6% | +46.4% | -31.8% | -16.9% |
| All | +14.6% | +45.9% | -31.4% | -16.9% |
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