+8.0%
TMO vs RY
+139.4%
-131.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | +1.0% |
| 7D | -0.5% | -0.5% | 0.0% | -0.2% |
| 30D | +1.0% | -1.9% | +2.9% | +1.9% |
| 3M | +22.7% | +5.1% | +17.6% | +18.7% |
| 6M | +19.0% | +28.2% | -9.2% | +2.6% |
| YTD | +4.7% | +22.9% | -18.1% | -7.6% |
| 1Y | +26.0% | +45.5% | -19.5% | +0.6% |
| 3Y | +18.0% | +156.7% | -138.7% | -33.4% |
| 5Y | +8.0% | +137.7% | -129.7% | -34.7% |
| All | +8.0% | +139.4% | -131.4% | -34.7% |
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 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