+156.7%
RTX vs TLN
+599.9%
-443.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -1.6% |
| 7D | +3.4% | +22.3% | -18.9% | +2.3% |
| 30D | +8.4% | +1.2% | +7.2% | +8.2% |
| 3M | -10.7% | +5.9% | -16.6% | -11.2% |
| 6M | +11.7% | +3.2% | +8.5% | +10.9% |
| YTD | +9.3% | +3.2% | +6.2% | +8.0% |
| 1Y | +13.3% | +5.2% | +8.1% | +11.8% |
| All | +156.7% | +599.9% | -443.2% | +120.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 3y: compounded portfolio wealth divided by compounded TLN 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…
3y analysis · Full analysis span regression · 6 months rolling