+162.9%
RTX vs TNA
-22.1%
+185.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | -0.1% |
| 7D | -1.6% | -3.6% | +2.0% | -1.1% |
| 30D | -11.6% | -10.1% | -1.5% | -10.3% |
| 3M | +9.2% | +2.7% | +6.5% | +8.3% |
| 6M | -4.4% | +38.4% | -42.8% | -9.7% |
| YTD | +8.9% | +45.4% | -36.5% | +1.7% |
| 1Y | +32.1% | +55.9% | -23.8% | +21.4% |
| 3Y | +151.2% | +109.8% | +41.4% | +106.5% |
| 5Y | +162.9% | -22.5% | +185.4% | +141.7% |
| All | +162.9% | -22.1% | +185.0% | +141.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling