+134.1%
RTX vs BTSG
+406.1%
-272.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.5% | -0.6% |
| 7D | -5.2% | +2.7% | -7.9% | -5.4% |
| 30D | -9.4% | -3.6% | -5.7% | -9.1% |
| 3M | +12.3% | +5.8% | +6.5% | +11.0% |
| 6M | -3.1% | +44.7% | -47.9% | -8.0% |
| YTD | +10.7% | +62.2% | -51.5% | +3.6% |
| 1Y | +28.4% | +152.1% | -123.7% | +14.3% |
| All | +134.1% | +406.1% | -272.0% | +96.4% |
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