+130.3%
RTX vs BTSG
+416.6%
-286.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.6% |
| 7D | -1.6% | +2.9% | -4.5% | -1.9% |
| 30D | -11.6% | +0.9% | -12.4% | -11.7% |
| 3M | +9.2% | +1.6% | +7.5% | +8.4% |
| 6M | -4.4% | +46.8% | -51.2% | -9.3% |
| YTD | +8.9% | +65.5% | -56.6% | +1.7% |
| 1Y | +32.1% | +136.2% | -104.1% | +18.4% |
| All | +130.3% | +416.6% | -286.3% | +92.8% |
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