+279.2%
RTX vs TDY
+479.2%
-200.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.9% |
| 7D | -1.5% | -1.1% | -0.4% | -0.9% |
| 30D | -11.0% | -12.0% | +1.1% | -4.3% |
| 3M | +7.7% | -3.2% | +10.9% | +9.1% |
| 6M | -3.9% | -7.9% | +4.0% | -0.2% |
| YTD | +9.0% | +18.2% | -9.3% | -2.7% |
| 1Y | +27.3% | +6.7% | +20.6% | +20.2% |
| 3Y | +172.9% | +47.5% | +125.4% | +106.6% |
| 5Y | +165.2% | +39.5% | +125.7% | +102.5% |
| All | +279.2% | +479.2% | -200.0% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 10y: compounded portfolio wealth divided by compounded TDY 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…
10y analysis · Full analysis span regression · 6 months rolling