+131.2%
RTX vs BTSG
+495.4%
-364.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.2% | -1.3% |
| 7D | +3.4% | +8.5% | -5.1% | +2.6% |
| 30D | +8.4% | +14.0% | -5.7% | +7.1% |
| 3M | -10.7% | +19.7% | -30.4% | -12.2% |
| 6M | +11.7% | +28.7% | -17.0% | +8.2% |
| YTD | +9.3% | +90.8% | -81.5% | +0.7% |
| 1Y | +13.3% | +112.4% | -99.1% | +3.0% |
| All | +131.2% | +495.4% | -364.2% | +91.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling