The speed of TLists compared to Arrays?

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For an implentation I had in mind I need VERY many lists. I was thinking about using normal TLists, but I'm unsure how slow they are compared to arrays or perhaps banks. It still needs to be dynamic so the arrays would need to change size from time to time.

How big is the difference? Will it ever be noticable? Can I go with Lists without any worries? Is there anything else (limitation perhaps?) I should think about before deciding?