+162.9%
RTX vs TGT
-25.2%
+188.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.3% |
| 7D | -1.6% | -3.6% | +2.0% | -1.2% |
| 30D | -11.6% | +4.4% | -16.0% | -12.1% |
| 3M | +9.2% | +25.4% | -16.2% | +6.0% |
| 6M | -4.4% | +33.4% | -37.8% | -8.0% |
| YTD | +8.9% | +65.6% | -56.7% | +1.6% |
| 1Y | +32.1% | +80.3% | -48.2% | +21.8% |
| 3Y | +151.2% | +42.1% | +109.1% | +131.0% |
| 5Y | +162.9% | -25.0% | +187.9% | +167.4% |
| All | +162.9% | -25.2% | +188.1% | +167.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 5y: compounded portfolio wealth divided by compounded TGT 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…
5y analysis · Full analysis span regression · 6 months rolling