+2,805.4%
TMO vs RY
+11,185.2%
-8,379.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +0.8% | +0.6% | +0.2% | +0.6% |
| 30D | +4.0% | +5.0% | -1.0% | +1.9% |
| 3M | +17.6% | -5.3% | +22.9% | +20.2% |
| 6M | +57.3% | +13.8% | +43.4% | +48.1% |
| YTD | +21.2% | +21.0% | +0.2% | +11.1% |
| 1Y | +21.1% | +40.5% | -19.4% | +4.0% |
| 3Y | +58.8% | +159.7% | -100.8% | +4.0% |
| 5Y | +11.8% | +124.3% | -112.5% | -22.3% |
| 10Y | +376.2% | +351.6% | +24.6% | +139.8% |
| All | +2,805.4% | +11,185.2% | -8,379.7% | +433.1% |
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