+169.3%
RTX vs TPR
+239.8%
-70.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -5.2% | -2.3% | -2.9% | -4.9% |
| 30D | -9.4% | -23.0% | +13.6% | -6.3% |
| 3M | +12.3% | -12.5% | +24.8% | +13.9% |
| 6M | -3.1% | -21.4% | +18.3% | -0.5% |
| YTD | +10.7% | -3.5% | +14.2% | +10.4% |
| 1Y | +28.4% | +17.4% | +11.1% | +24.4% |
| 3Y | +147.1% | +291.3% | -144.2% | +96.0% |
| All | +169.3% | +239.8% | -70.5% | +116.5% |
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