+165.8%
RTX vs TDG
+125.9%
+39.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | -2.0% | -2.7% | +0.7% | -0.9% |
| 30D | -11.2% | -9.3% | -1.9% | -7.7% |
| 3M | +12.0% | -7.1% | +19.1% | +15.3% |
| 6M | -3.6% | -11.2% | +7.6% | +0.8% |
| YTD | +9.2% | -15.3% | +24.5% | +15.7% |
| 1Y | +29.7% | -12.5% | +42.2% | +35.4% |
| 3Y | +152.0% | +51.2% | +100.8% | +105.8% |
| 5Y | +165.8% | +126.1% | +39.6% | +74.0% |
| All | +165.8% | +125.9% | +39.9% | +74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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