+1,709.2%
TSM vs RY
+371.9%
+1,337.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.3% |
| 7D | +2.7% | +3.1% | -0.4% | +0.5% |
| 30D | +3.6% | -0.3% | +3.9% | +3.7% |
| 3M | -3.4% | +8.7% | -12.0% | -9.0% |
| 6M | +20.6% | +28.5% | -7.9% | +1.2% |
| YTD | +41.9% | +25.1% | +16.8% | +21.3% |
| 1Y | +84.4% | +46.3% | +38.1% | +41.5% |
| 3Y | +380.2% | +154.9% | +225.3% | +150.2% |
| 5Y | +275.3% | +140.3% | +135.0% | +103.1% |
| All | +1,709.2% | +371.9% | +1,337.3% | +586.5% |
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