+560.2%
BTSG vs RY
+122.8%
+437.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | -0.2% |
| 7D | +4.0% | -3.0% | +7.0% | +6.2% |
| 30D | +15.3% | +6.3% | +9.0% | +10.3% |
| 3M | +25.4% | -2.6% | +28.0% | +27.4% |
| 6M | +31.9% | +13.9% | +17.9% | +19.2% |
| YTD | +93.9% | +21.7% | +72.2% | +66.3% |
| 1Y | +114.2% | +40.4% | +73.7% | +64.7% |
| All | +560.2% | +122.8% | +437.3% | +302.9% |
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