+1,366.4%
RTX vs TPR
+8,117.6%
-6,751.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +7.1% | -10.4% | -5.3% |
| 7D | -3.8% | +13.9% | -17.6% | -7.5% |
| 30D | +4.7% | +14.9% | -10.2% | +0.3% |
| 3M | -13.4% | -15.4% | +2.0% | -10.0% |
| 6M | +11.8% | -4.5% | +16.3% | +11.5% |
| YTD | +5.8% | +6.0% | -0.2% | +1.6% |
| 1Y | +11.9% | +24.3% | -12.4% | +2.2% |
| 3Y | +146.3% | +412.8% | -266.6% | +39.4% |
| 5Y | +134.3% | +258.4% | -124.1% | +40.7% |
| 10Y | +277.9% | +396.8% | -118.9% | +80.1% |
| All | +1,366.4% | +8,117.6% | -6,751.2% | +171.2% |
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