+158.6%
RTX vs BTI
+147.6%
+11.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +1.8% |
| 7D | -1.7% | -0.1% | -1.6% | -1.8% |
| 30D | +7.7% | +9.6% | -1.9% | +6.2% |
| 3M | -10.3% | +8.3% | -18.7% | -11.5% |
| 6M | +14.6% | +7.5% | +7.1% | +12.7% |
| YTD | +10.4% | +12.3% | -1.9% | +7.7% |
| 1Y | +13.5% | +16.2% | -2.7% | +10.2% |
| 3Y | +158.6% | +148.0% | +10.6% | +125.2% |
| All | +158.6% | +147.6% | +11.0% | +125.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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