+156.7%
RTX vs TAP
-24.6%
+181.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.1% | -1.4% |
| 7D | +3.4% | -6.3% | +9.7% | +3.8% |
| 30D | +8.4% | +2.7% | +5.7% | +8.2% |
| 3M | -10.7% | -3.7% | -6.9% | -10.5% |
| 6M | +11.7% | -2.0% | +13.7% | +11.6% |
| YTD | +9.3% | -12.3% | +21.7% | +10.1% |
| 1Y | +13.3% | -10.1% | +23.4% | +13.7% |
| All | +156.7% | -24.6% | +181.3% | +168.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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