-3.0%
TFC vs RY
+122.0%
-125.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | +0.3% |
| 7D | +1.2% | -0.9% | +2.1% | +2.1% |
| 30D | +8.3% | +5.9% | +2.5% | +2.5% |
| 3M | -5.2% | -4.3% | -0.9% | -1.2% |
| 6M | -0.8% | +12.1% | -12.9% | -11.5% |
| YTD | +3.4% | +20.3% | -16.8% | -14.0% |
| 1Y | +17.0% | +41.0% | -24.0% | -17.0% |
| 3Y | +86.2% | +157.5% | -71.4% | -31.0% |
| All | -3.0% | +122.0% | -125.0% | -57.5% |
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