+269.0%
RTX vs TMF
-81.8%
+350.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +1.4% | -3.4% | +4.8% | +1.2% |
| 30D | +7.8% | +11.5% | -3.7% | +8.8% |
| 3M | -9.8% | -4.5% | -5.3% | -10.1% |
| 6M | +13.5% | -15.0% | +28.5% | +12.1% |
| YTD | +10.9% | -19.9% | +30.8% | +9.1% |
| 1Y | +14.0% | -26.6% | +40.5% | +11.3% |
| 3Y | +159.9% | -29.8% | +189.7% | +156.8% |
| 5Y | +151.7% | -88.2% | +239.9% | +92.3% |
| 10Y | +269.0% | -81.4% | +350.4% | +209.3% |
| All | +269.0% | -81.8% | +350.8% | +209.3% |
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