+0.8%
TFC vs RY
+123.4%
-122.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.4% |
| 7D | +2.3% | +0.6% | +1.7% | +1.7% |
| 30D | +10.8% | +5.0% | +5.8% | +5.7% |
| 3M | -3.8% | -5.3% | +1.5% | +1.4% |
| 6M | +9.6% | +13.8% | -4.3% | -3.7% |
| YTD | +5.8% | +21.0% | -15.2% | -12.5% |
| 1Y | +16.2% | +40.5% | -24.3% | -17.3% |
| 3Y | +96.0% | +159.7% | -63.7% | -28.1% |
| All | +0.8% | +123.4% | -122.7% | -56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling