+132.6%
RTX vs TPR
+253.5%
-120.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | -5.1% | +14.2% | -19.3% | -6.9% |
| 30D | +5.1% | +17.1% | -11.9% | +2.8% |
| 3M | -14.8% | -17.7% | +2.9% | -12.9% |
| 6M | +8.0% | -10.2% | +18.2% | +8.9% |
| YTD | +4.5% | +4.9% | -0.4% | +2.8% |
| 1Y | +9.8% | +36.1% | -26.3% | +4.3% |
| 3Y | +144.2% | +416.5% | -272.3% | +84.4% |
| All | +132.6% | +253.5% | -120.9% | +85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling