+1,000.2%
TFC vs RY
+11,121.0%
-10,120.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | 0.0% |
| 7D | +1.2% | -0.9% | +2.1% | +1.9% |
| 30D | +8.3% | +5.9% | +2.5% | +3.9% |
| 3M | -5.2% | -4.3% | -0.9% | -2.1% |
| 6M | -0.8% | +12.1% | -12.9% | -8.7% |
| YTD | +3.4% | +20.3% | -16.8% | -9.6% |
| 1Y | +17.0% | +41.0% | -24.0% | -9.0% |
| 3Y | +86.2% | +157.5% | -71.4% | -6.7% |
| 5Y | -2.3% | +123.2% | -125.5% | -44.9% |
| 10Y | +93.9% | +365.7% | -271.8% | -30.5% |
| All | +1,000.2% | +11,121.0% | -10,120.8% | -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