-44.5%
TOST vs RY
+143.9%
-188.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.6% | +3.6% |
| 7D | 0.0% | +0.6% | -0.5% | -0.6% |
| 30D | +16.2% | +5.0% | +11.1% | +10.3% |
| 3M | -1.5% | -5.3% | +3.8% | +3.9% |
| 6M | +55.3% | +13.8% | +41.5% | +33.6% |
| YTD | -2.3% | +21.0% | -23.3% | -21.9% |
| 1Y | -5.5% | +40.5% | -46.0% | -36.5% |
| 3Y | +151.1% | +159.7% | -8.5% | -20.8% |
| 5Y | -27.9% | +124.3% | -152.3% | -73.4% |
| All | -44.5% | +143.9% | -188.4% | -81.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling