+151.7%
RTX vs TPR
+238.0%
-86.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.7% |
| 7D | +1.4% | +6.4% | -5.0% | +0.5% |
| 30D | +7.8% | +13.8% | -5.9% | +5.8% |
| 3M | -9.8% | -16.6% | +6.8% | -7.8% |
| 6M | +13.5% | +0.7% | +12.9% | +12.8% |
| YTD | +10.9% | +5.3% | +5.6% | +9.1% |
| 1Y | +14.0% | +32.4% | -18.4% | +8.5% |
| 3Y | +159.9% | +406.4% | -246.5% | +95.5% |
| 5Y | +151.7% | +227.9% | -76.3% | +113.3% |
| All | +151.7% | +238.0% | -86.4% | +113.3% |
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 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