+172.7%
RTX vs BTI
+105.9%
+66.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.4% |
| 7D | -1.6% | -2.4% | +0.8% | -1.3% |
| 30D | -11.6% | -4.8% | -6.8% | -11.0% |
| 3M | +9.2% | -8.1% | +17.3% | +10.1% |
| 6M | -4.4% | -4.2% | -0.2% | -4.4% |
| YTD | +8.9% | -1.3% | +10.2% | +8.4% |
| 1Y | +32.1% | +2.1% | +30.0% | +30.9% |
| All | +172.7% | +105.9% | +66.8% | +144.5% |
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