+23.2%
TOST vs RY
+15.7%
+7.5%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | +0.8% |
| 7D | +11.6% | -1.1% | +12.7% | +12.1% |
| 30D | +16.2% | +4.4% | +11.8% | +13.9% |
| 3M | +1.0% | -2.9% | +4.0% | +1.0% |
| 6M | +23.2% | +15.6% | +7.6% | +24.0% |
| All | +23.2% | +15.7% | +7.5% | +24.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling