+263.4%
TSM vs RY
+123.9%
+139.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.6% | +5.0% | +5.1% |
| 7D | -2.1% | -0.6% | -1.5% | -1.5% |
| 30D | -12.5% | +6.1% | -18.7% | -16.3% |
| 3M | -5.0% | -3.4% | -1.6% | -2.6% |
| 6M | -3.2% | +12.8% | -16.0% | -11.9% |
| YTD | +31.5% | +21.0% | +10.5% | +13.5% |
| 1Y | +35.7% | +40.5% | -4.8% | +4.9% |
| 3Y | +323.5% | +159.9% | +163.6% | +105.7% |
| 5Y | +263.4% | +125.0% | +138.4% | +97.0% |
| All | +263.4% | +123.9% | +139.4% | +97.0% |
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