+123.4%
RTX vs TLN
+583.6%
-460.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.8% | -4.4% | -0.9% |
| 7D | -5.2% | +7.1% | -12.2% | -5.5% |
| 30D | -9.4% | -3.9% | -5.5% | -9.3% |
| 3M | +12.3% | -16.2% | +28.4% | +13.0% |
| 6M | -3.1% | -5.8% | +2.7% | -3.4% |
| YTD | +10.7% | -15.4% | +26.1% | +10.8% |
| 1Y | +28.4% | -16.7% | +45.1% | +28.4% |
| 3Y | +147.1% | +473.8% | -326.7% | +128.6% |
| All | +123.4% | +583.6% | -460.1% | +116.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling