+1,434.5%
RTX vs TPR
+7,380.8%
-5,946.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -5.2% | -2.3% | -2.9% | -4.5% |
| 30D | -9.4% | -23.0% | +13.6% | -2.9% |
| 3M | +12.3% | -12.5% | +24.8% | +15.7% |
| 6M | -3.1% | -21.4% | +18.3% | +2.4% |
| YTD | +10.7% | -3.5% | +14.2% | +9.7% |
| 1Y | +28.4% | +17.4% | +11.1% | +19.4% |
| 3Y | +147.1% | +291.3% | -144.2% | +52.1% |
| 5Y | +167.2% | +241.9% | -74.7% | +62.6% |
| 10Y | +274.7% | +322.7% | -47.9% | +87.8% |
| All | +1,434.5% | +7,380.8% | -5,946.3% | +192.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling