+134.6%
RTX vs BTSG
+505.2%
-370.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +1.4% | +4.0% | -2.6% | +1.1% |
| 30D | +7.8% | +15.3% | -7.4% | +6.5% |
| 3M | -9.8% | +25.4% | -35.2% | -11.7% |
| 6M | +13.5% | +31.9% | -18.3% | +9.7% |
| YTD | +10.9% | +93.9% | -83.0% | +2.1% |
| 1Y | +14.0% | +114.2% | -100.2% | +3.6% |
| All | +134.6% | +505.2% | -370.5% | +93.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling