+1,868.7%
RTX vs TDY
+7,071.3%
-5,202.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | -3.1% | -0.9% | -2.2% | -2.8% |
| 30D | -10.6% | -12.5% | +1.9% | -7.1% |
| 3M | +11.6% | -1.2% | +12.8% | +11.9% |
| 6M | -4.5% | -6.6% | +2.1% | -2.9% |
| YTD | +9.6% | +18.5% | -8.9% | +3.9% |
| 1Y | +30.8% | +10.8% | +20.1% | +26.3% |
| 3Y | +152.8% | +47.5% | +105.3% | +123.4% |
| 5Y | +167.1% | +35.8% | +131.3% | +140.1% |
| 10Y | +275.2% | +459.0% | -183.8% | +143.4% |
| All | +1,868.7% | +7,071.3% | -5,202.6% | +799.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling