+952.0%
RTX vs TNA
+1,004.3%
-52.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | -5.2% | -0.1% | -5.1% | -5.2% |
| 30D | -9.4% | -4.9% | -4.5% | -8.5% |
| 3M | +12.3% | +0.4% | +11.9% | +11.2% |
| 6M | -3.1% | +32.5% | -35.7% | -11.1% |
| YTD | +10.7% | +53.7% | -43.1% | -2.5% |
| 1Y | +28.4% | +65.1% | -36.7% | +9.9% |
| 3Y | +147.1% | +98.4% | +48.6% | +81.2% |
| 5Y | +167.2% | -22.5% | +189.7% | +121.9% |
| 10Y | +274.7% | +82.5% | +192.2% | +100.7% |
| All | +952.0% | +1,004.3% | -52.3% | +152.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling