+130.4%
RTX vs BTSG
+389.4%
-259.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.4% |
| 7D | -1.5% | -3.3% | +1.7% | -1.3% |
| 30D | -11.0% | -1.6% | -9.4% | -10.9% |
| 3M | +7.7% | -6.9% | +14.6% | +7.8% |
| 6M | -3.9% | +42.1% | -46.0% | -8.6% |
| YTD | +9.0% | +56.8% | -47.9% | +2.2% |
| 1Y | +27.3% | +109.8% | -82.6% | +15.3% |
| All | +130.4% | +389.4% | -259.0% | +93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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