+273.8%
RTX vs TMF
-83.0%
+356.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +3.6% |
| 7D | -3.2% | +0.6% | -3.8% | -3.1% |
| 30D | +5.6% | +16.3% | -10.8% | +6.9% |
| 3M | -11.7% | -2.7% | -9.0% | -11.8% |
| 6M | +12.3% | -13.2% | +25.5% | +11.1% |
| YTD | +8.2% | -16.7% | +24.9% | +6.7% |
| 1Y | +12.6% | -22.7% | +35.3% | +10.3% |
| 3Y | +152.8% | -26.1% | +178.9% | +150.9% |
| 5Y | +140.2% | -88.4% | +228.6% | +81.5% |
| 10Y | +273.8% | -81.8% | +355.6% | +216.6% |
| All | +273.8% | -83.0% | +356.8% | +216.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling