+275.2%
RTX vs TFC
+100.2%
+174.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.1% |
| 7D | -3.1% | +2.2% | -5.3% | -4.1% |
| 30D | -10.6% | -2.5% | -8.1% | -9.6% |
| 3M | +11.6% | +4.5% | +7.1% | +9.1% |
| 6M | -4.5% | +11.0% | -15.5% | -9.3% |
| YTD | +9.6% | +5.9% | +3.7% | +5.8% |
| 1Y | +30.8% | +14.6% | +16.3% | +21.6% |
| 3Y | +152.8% | +96.7% | +56.1% | +74.3% |
| 5Y | +167.1% | +15.6% | +151.5% | +128.4% |
| 10Y | +275.2% | +98.6% | +176.6% | +129.7% |
| All | +275.2% | +100.2% | +174.9% | +129.7% |
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