+268.6%
RTX vs TPR
+386.9%
-118.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.1% |
| 7D | -1.7% | +12.1% | -13.8% | -5.0% |
| 30D | +7.7% | +16.7% | -9.0% | +2.9% |
| 3M | -10.3% | -17.4% | +7.0% | -6.3% |
| 6M | +14.6% | +2.3% | +12.3% | +12.4% |
| YTD | +10.4% | +7.1% | +3.2% | +5.9% |
| 1Y | +13.5% | +29.5% | -16.0% | +2.9% |
| 3Y | +158.6% | +415.0% | -256.5% | +44.6% |
| 5Y | +147.3% | +261.5% | -114.2% | +47.3% |
| 10Y | +268.6% | +383.3% | -114.7% | +64.7% |
| All | +268.6% | +386.9% | -118.2% | +64.7% |
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