+13,634.3%
TSM vs RY
+4,849.5%
+8,784.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.3% |
| 7D | +2.7% | +3.1% | -0.4% | +0.8% |
| 30D | +3.6% | -0.3% | +3.9% | +3.7% |
| 3M | -3.4% | +8.7% | -12.0% | -8.3% |
| 6M | +20.6% | +28.5% | -7.9% | +3.4% |
| YTD | +41.9% | +25.1% | +16.8% | +23.7% |
| 1Y | +84.4% | +46.3% | +38.1% | +46.1% |
| 3Y | +380.2% | +154.9% | +225.3% | +169.9% |
| 5Y | +275.3% | +140.3% | +135.0% | +118.3% |
| 10Y | +1,751.4% | +377.0% | +1,374.3% | +603.7% |
| All | +13,634.3% | +4,849.5% | +8,784.8% | +993.5% |
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