-43.4%
TOST vs RY
+152.9%
-196.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.0% | +2.5% | +2.3% |
| 7D | +10.7% | +2.5% | +8.3% | +8.0% |
| 30D | +17.7% | +8.4% | +9.3% | +8.2% |
| 3M | +4.6% | +1.2% | +3.4% | +3.0% |
| 6M | +20.3% | +19.4% | +0.9% | -1.6% |
| YTD | -0.4% | +25.4% | -25.8% | -23.3% |
| 1Y | -0.8% | +46.7% | -47.4% | -36.1% |
| 3Y | +102.2% | +168.6% | -66.4% | -38.4% |
| 5Y | -41.3% | +132.3% | -173.6% | -79.1% |
| All | -43.4% | +152.9% | -196.3% | -81.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling