+13.5%
RTX vs TMF
-25.6%
+39.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.9% | +5.9% | +2.5% |
| 7D | -1.7% | -1.1% | -0.7% | -1.7% |
| 30D | +7.7% | +11.8% | -4.1% | +6.1% |
| 3M | -10.3% | -4.0% | -6.3% | -10.2% |
| 6M | +14.6% | -16.5% | +31.1% | +16.5% |
| YTD | +10.4% | -19.9% | +30.3% | +11.7% |
| 1Y | +13.5% | -25.6% | +39.1% | +17.6% |
| All | +13.5% | -25.6% | +39.1% | +17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling