+110.9%
RTX vs TLN
+630.2%
-519.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.1% | -8.3% | -1.6% |
| 7D | -5.1% | -1.3% | -3.8% | -5.1% |
| 30D | +5.1% | -10.5% | +15.6% | +5.6% |
| 3M | -14.8% | +0.1% | -14.9% | -15.1% |
| 6M | +8.0% | -17.4% | +25.4% | +8.6% |
| YTD | +4.5% | -9.7% | +14.1% | +4.0% |
| 1Y | +9.8% | -12.3% | +22.1% | +9.4% |
| 3Y | +144.2% | +528.3% | -384.1% | +125.6% |
| All | +110.9% | +630.2% | -519.3% | +102.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling