-44.5%
TOST vs RY
+142.5%
-187.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -0.1% |
| 7D | +9.4% | -0.9% | +10.3% | +10.5% |
| 30D | +13.5% | +5.9% | +7.6% | +6.9% |
| 3M | -0.1% | -4.3% | +4.1% | +4.2% |
| 6M | +22.5% | +12.1% | +10.3% | +7.1% |
| YTD | -2.4% | +20.3% | -22.6% | -21.5% |
| 1Y | -4.7% | +41.0% | -45.7% | -36.2% |
| 3Y | +103.2% | +157.5% | -54.3% | -35.3% |
| 5Y | -41.2% | +123.2% | -164.4% | -78.2% |
| All | -44.5% | +142.5% | -187.1% | -81.2% |
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