+268.6%
RTX vs TMF
-82.2%
+350.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.9% | +5.9% | +1.7% |
| 7D | -1.7% | -1.1% | -0.7% | -1.8% |
| 30D | +7.7% | +11.8% | -4.1% | +8.7% |
| 3M | -10.3% | -4.0% | -6.3% | -10.6% |
| 6M | +14.6% | -16.5% | +31.1% | +13.0% |
| YTD | +10.4% | -19.9% | +30.3% | +8.6% |
| 1Y | +13.5% | -25.6% | +39.1% | +11.0% |
| 3Y | +158.6% | -29.9% | +188.5% | +155.5% |
| 5Y | +147.3% | -88.2% | +235.5% | +88.8% |
| 10Y | +268.6% | -81.7% | +350.4% | +209.7% |
| All | +268.6% | -82.2% | +350.9% | +209.7% |
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