Looks like most of the train sites are trying to take you through London or Nottingham, takes ages and costs more.
If you use the trainsplit app (not website) or just do it yourself, you can go Cov>Nuneaton>Stamford>Peterborough and it takes an hour less (2h10m).
Last leg of the journey is a 20min bus from Stamford to Peterborough, maybe why the normal sites aren't showing this journey. Leaving at 9:17 (in for 11:30) Coming back at 18:30 (in at 20:36) cost £26.60 without a rail card.
I had to do a lot of searching but I found:
Grande Prairie to Edmonton
Edmonton to Calgary
Calgary to Toronto
Toronto to London
London to Coventry
Coventry to Nuneaton
Nuneaton to Peterborough
I leave right after the Tranmere game
I had to do a lot of searching but I found:
Grande Prairie to Edmonton
Edmonton to Calgary
Calgary to Toronto
Toronto to London
London to Coventry
Coventry to Nuneaton
Nuneaton to Peterborough
I leave right after the Tranmere game