+10,266.7%
RTX vs TAP
+825.0%
+9,441.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -5.2% | -2.3% | -2.8% | -4.7% |
| 30D | -9.4% | -2.1% | -7.2% | -9.0% |
| 3M | +12.3% | +6.6% | +5.7% | +10.3% |
| 6M | -3.1% | -11.5% | +8.4% | -1.0% |
| YTD | +10.7% | -10.3% | +20.9% | +12.5% |
| 1Y | +28.4% | -14.4% | +42.8% | +31.5% |
| 3Y | +147.1% | -28.3% | +175.3% | +160.0% |
| 5Y | +167.2% | +1.7% | +165.5% | +156.2% |
| 10Y | +274.7% | -49.2% | +323.9% | +302.2% |
| All | +10,266.7% | +825.0% | +9,441.7% | +6,685.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling