+162.9%
RTX vs TD
+123.1%
+39.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.2% |
| 7D | -1.6% | -1.9% | +0.3% | -0.9% |
| 30D | -11.6% | -1.6% | -10.0% | -11.1% |
| 3M | +9.2% | +4.6% | +4.6% | +7.0% |
| 6M | -4.4% | +26.8% | -31.2% | -12.8% |
| YTD | +8.9% | +28.3% | -19.4% | -1.3% |
| 1Y | +32.1% | +60.4% | -28.3% | +10.3% |
| 3Y | +151.2% | +125.7% | +25.5% | +80.7% |
| 5Y | +162.9% | +122.4% | +40.5% | +79.0% |
| All | +162.9% | +123.1% | +39.8% | +79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 5y: compounded portfolio wealth divided by compounded TD 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…
5y analysis · Full analysis span regression · 6 months rolling