+9,685.3%
RTX vs TFC
+2,478.0%
+7,207.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.9% |
| 7D | -5.1% | +1.2% | -6.3% | -5.6% |
| 30D | +5.1% | +8.3% | -3.2% | +2.1% |
| 3M | -14.8% | -5.2% | -9.6% | -13.3% |
| 6M | +8.0% | -0.8% | +8.8% | +7.9% |
| YTD | +4.5% | +3.4% | +1.0% | +2.3% |
| 1Y | +9.8% | +17.0% | -7.2% | +2.8% |
| 3Y | +144.2% | +86.2% | +58.0% | +87.7% |
| 5Y | +131.4% | -2.3% | +133.7% | +116.1% |
| 10Y | +273.3% | +93.9% | +179.3% | +165.3% |
| All | +9,685.3% | +2,478.0% | +7,207.4% | +3,845.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling