+273.8%
RTX vs TFC
+90.1%
+183.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.9% | +1.7% | +2.7% |
| 7D | -3.2% | +0.3% | -3.5% | -3.4% |
| 30D | +5.6% | +9.2% | -3.6% | +1.5% |
| 3M | -11.7% | -2.9% | -8.8% | -10.7% |
| 6M | +12.3% | +3.5% | +8.8% | +10.0% |
| YTD | +8.2% | +5.4% | +2.8% | +4.5% |
| 1Y | +12.6% | +17.3% | -4.7% | +3.6% |
| 3Y | +152.8% | +96.7% | +56.2% | +75.1% |
| 5Y | +140.2% | -1.1% | +141.3% | +125.8% |
| 10Y | +273.8% | +84.7% | +189.0% | +148.0% |
| All | +273.8% | +90.1% | +183.7% | +148.0% |
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