-48.1%
TOST vs RY
+147.8%
-195.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -1.4% |
| 7D | -4.7% | -0.5% | -4.2% | -4.2% |
| 30D | -9.1% | -1.9% | -7.2% | -7.5% |
| 3M | +29.8% | +5.1% | +24.7% | +22.3% |
| 6M | +10.0% | +28.2% | -18.1% | -17.1% |
| YTD | -8.6% | +22.9% | -31.5% | -28.0% |
| 1Y | -20.7% | +45.5% | -66.2% | -48.6% |
| 3Y | +55.7% | +156.7% | -101.0% | -49.9% |
| All | -48.1% | +147.8% | -195.9% | -82.8% |
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 1990-01-01 to 2026-09-09: 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling