+1,010.4%
TFC vs RY
+11,266.1%
-10,255.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.8% | +0.1% |
| 7D | +1.1% | -1.1% | +2.2% | +1.9% |
| 30D | +7.8% | +4.4% | +3.3% | +4.4% |
| 3M | -4.8% | -2.9% | -1.8% | -2.7% |
| 6M | +1.8% | +15.6% | -13.7% | -8.4% |
| YTD | +4.4% | +21.8% | -17.4% | -9.6% |
| 1Y | +18.0% | +42.6% | -24.6% | -9.0% |
| 3Y | +85.2% | +160.9% | -75.7% | -8.0% |
| 5Y | -1.4% | +126.1% | -127.5% | -44.9% |
| 10Y | +95.7% | +371.7% | -276.0% | -30.5% |
| All | +1,010.4% | +11,266.1% | -10,255.6% | -5.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling