+1,641.8%
TSM vs RY
+355.6%
+1,286.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +3.9% |
| 7D | +4.4% | -3.0% | +7.4% | +6.8% |
| 30D | -7.0% | +6.3% | -13.2% | -10.8% |
| 3M | -1.8% | -2.6% | +0.8% | -0.1% |
| 6M | +2.7% | +13.9% | -11.2% | -6.4% |
| YTD | +37.1% | +21.7% | +15.4% | +19.4% |
| 1Y | +43.5% | +40.4% | +3.0% | +13.2% |
| 3Y | +341.5% | +161.3% | +180.2% | +126.4% |
| 5Y | +278.9% | +126.5% | +152.4% | +113.3% |
| 10Y | +1,641.8% | +354.3% | +1,287.4% | +630.8% |
| All | +1,641.8% | +355.6% | +1,286.1% | +630.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling