+510.5%
BTSG vs RY
+120.2%
+390.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.2% | +2.8% |
| 7D | +0.4% | -0.9% | +1.3% | +1.0% |
| 30D | +5.3% | +5.9% | -0.6% | +0.9% |
| 3M | +10.8% | -4.3% | +15.1% | +13.9% |
| 6M | +27.3% | +12.1% | +15.2% | +16.4% |
| YTD | +79.3% | +20.3% | +59.0% | +55.0% |
| 1Y | +106.0% | +41.0% | +65.0% | +57.8% |
| All | +510.5% | +120.2% | +390.2% | +275.5% |
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 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