+267.0%
RTX vs TMF
-84.4%
+351.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.1% | -1.2% |
| 7D | -5.1% | +1.2% | -6.3% | -5.0% |
| 30D | +5.1% | +19.7% | -14.6% | +6.7% |
| 3M | -14.8% | -2.1% | -12.7% | -14.9% |
| 6M | +8.0% | -13.4% | +21.5% | +6.8% |
| YTD | +4.5% | -16.7% | +21.2% | +3.0% |
| 1Y | +9.8% | -23.3% | +33.2% | +7.6% |
| 3Y | +144.2% | -24.8% | +169.0% | +142.9% |
| 5Y | +131.4% | -88.0% | +219.5% | +76.4% |
| All | +267.0% | -84.4% | +351.4% | +205.0% |
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