+10,266.7%
RTX vs BTI
+6,053.4%
+4,213.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.4% |
| 7D | -5.2% | -1.4% | -3.8% | -4.8% |
| 30D | -9.4% | -6.6% | -2.8% | -7.9% |
| 3M | +12.3% | -3.0% | +15.3% | +12.7% |
| 6M | -3.1% | -6.7% | +3.6% | -2.0% |
| YTD | +10.7% | +0.6% | +10.1% | +9.8% |
| 1Y | +28.4% | +5.6% | +22.8% | +25.7% |
| 3Y | +147.1% | +110.3% | +36.7% | +101.7% |
| 5Y | +167.2% | +114.3% | +53.0% | +116.0% |
| 10Y | +274.7% | +67.7% | +207.1% | +213.4% |
| All | +10,266.7% | +6,053.4% | +4,213.3% | +4,611.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling