+139.0%
RTX vs TPG
+74.1%
+64.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.4% |
| 7D | -1.5% | -9.4% | +7.9% | -0.2% |
| 30D | -11.0% | -5.3% | -5.7% | -10.4% |
| 3M | +7.7% | +12.9% | -5.3% | +5.5% |
| 6M | -3.9% | +20.1% | -24.0% | -6.9% |
| YTD | +9.0% | -22.5% | +31.4% | +12.3% |
| 1Y | +27.3% | -19.7% | +46.9% | +30.1% |
| 3Y | +172.9% | +81.2% | +91.7% | +140.6% |
| All | +139.0% | +74.1% | +64.8% | +100.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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