+56.7%
TOST vs RY
+154.9%
-98.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.6% |
| 7D | -3.4% | +3.1% | -6.5% | -5.9% |
| 30D | -2.4% | -0.3% | -2.1% | -2.4% |
| 3M | +34.6% | +8.7% | +26.0% | +24.7% |
| 6M | +15.2% | +28.5% | -13.3% | -8.8% |
| YTD | -4.4% | +25.1% | -29.5% | -22.5% |
| 1Y | -17.4% | +46.3% | -63.7% | -42.5% |
| All | +56.7% | +154.9% | -98.2% | -40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling