+1,643.1%
TSM vs RY
+351.1%
+1,292.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | +6.2% | +0.6% | +5.6% | +5.8% |
| 30D | -7.3% | +5.0% | -12.3% | -10.3% |
| 3M | -7.1% | -5.3% | -1.8% | -3.6% |
| 6M | +0.2% | +13.8% | -13.6% | -8.6% |
| YTD | +32.2% | +21.0% | +11.3% | +15.7% |
| 1Y | +42.8% | +40.5% | +2.3% | +12.6% |
| 3Y | +330.4% | +159.7% | +170.7% | +121.5% |
| 5Y | +263.9% | +124.3% | +139.6% | +106.1% |
| All | +1,643.1% | +351.1% | +1,292.0% | +626.3% |
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