+172.7%
RTX vs TNA
+105.9%
+66.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | -0.2% |
| 7D | -1.6% | -3.6% | +2.0% | -1.2% |
| 30D | -11.6% | -10.1% | -1.5% | -10.6% |
| 3M | +9.2% | +2.7% | +6.5% | +8.5% |
| 6M | -4.4% | +38.4% | -42.8% | -8.4% |
| YTD | +8.9% | +45.4% | -36.5% | +3.5% |
| 1Y | +32.1% | +55.9% | -23.8% | +24.2% |
| All | +172.7% | +105.9% | +66.8% | +146.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 3y: compounded portfolio wealth divided by compounded TNA 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…
3y analysis · Full analysis span regression · 6 months rolling