+27.0%
TMO vs RY
+44.8%
-17.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -2.5% | -2.9% | +0.4% | -1.4% |
| 30D | -0.3% | -2.0% | +1.7% | +0.2% |
| 3M | +25.3% | +4.9% | +20.4% | +20.8% |
| 6M | +20.9% | +26.1% | -5.3% | +4.9% |
| YTD | +4.3% | +22.4% | -18.1% | -8.4% |
| 1Y | +27.0% | +44.7% | -17.7% | +1.7% |
| All | +27.0% | +44.8% | -17.8% | +1.7% |
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