+267.4%
RTX vs TPR
+364.3%
-96.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +4.8% | -0.3% | +5.1% | +4.9% |
| 30D | +6.5% | +15.1% | -8.6% | +2.1% |
| 3M | -9.6% | +3.5% | -13.2% | -10.9% |
| 6M | +12.3% | +0.4% | +11.9% | +10.8% |
| YTD | +9.5% | +4.6% | +4.9% | +5.7% |
| 1Y | +15.8% | +33.1% | -17.3% | +4.2% |
| 3Y | +157.0% | +396.0% | -239.0% | +45.3% |
| 5Y | +148.8% | +230.3% | -81.5% | +53.2% |
| All | +267.4% | +364.3% | -96.9% | +65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling