+267.4%
RTX vs TRI
+225.2%
+42.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +4.8% | -2.9% | +7.7% | +5.5% |
| 30D | +6.5% | +3.7% | +2.8% | +4.8% |
| 3M | -9.6% | +3.7% | -13.4% | -11.6% |
| 6M | +12.3% | +35.1% | -22.8% | -0.8% |
| YTD | +9.5% | -14.0% | +23.5% | +12.8% |
| 1Y | +15.8% | -19.0% | +34.8% | +22.5% |
| 3Y | +157.0% | -12.0% | +169.0% | +149.3% |
| 5Y | +148.8% | +0.6% | +148.2% | +119.0% |
| All | +267.4% | +225.2% | +42.2% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 10y: compounded portfolio wealth divided by compounded TRI 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…
10y analysis · Full analysis span regression · 6 months rolling