+267.0%
RTX vs TFC
+77.1%
+189.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.7% | -1.1% |
| 7D | +3.4% | +0.1% | +3.3% | +3.4% |
| 30D | +8.4% | +8.6% | -0.3% | +4.5% |
| 3M | -10.7% | -4.3% | -6.3% | -9.1% |
| 6M | +11.7% | +5.4% | +6.3% | +8.6% |
| YTD | +9.3% | +4.5% | +4.8% | +6.0% |
| 1Y | +13.3% | +14.0% | -0.7% | +5.6% |
| 3Y | +156.1% | +93.4% | +62.8% | +78.8% |
| 5Y | +148.5% | +0.5% | +148.1% | +131.1% |
| All | +267.0% | +77.1% | +189.9% | +147.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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