+11,237.1%
TSM vs RY
+4,719.1%
+6,518.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -2.9% | -7.9% | -9.0% |
| 7D | -18.2% | -1.1% | -17.1% | -17.6% |
| 30D | -26.8% | +4.4% | -31.2% | -28.7% |
| 3M | -14.5% | -2.9% | -11.5% | -13.0% |
| 6M | -10.0% | +15.6% | -25.6% | -17.7% |
| YTD | +17.1% | +21.8% | -4.7% | +3.8% |
| 1Y | +21.5% | +42.6% | -21.1% | -2.2% |
| 3Y | +300.4% | +160.9% | +139.5% | +122.1% |
| 5Y | +224.7% | +126.1% | +98.6% | +96.1% |
| 10Y | +1,372.7% | +371.7% | +1,000.9% | +463.9% |
| All | +11,237.1% | +4,719.1% | +6,518.0% | +817.5% |
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 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