+162.9%
RTX vs TRU
-36.4%
+199.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.1% | -0.5% |
| 7D | -1.6% | -6.5% | +4.9% | -0.9% |
| 30D | -11.6% | -2.5% | -9.1% | -11.4% |
| 3M | +9.2% | +10.4% | -1.2% | +7.6% |
| 6M | -4.4% | +1.6% | -6.1% | -5.0% |
| YTD | +8.9% | -9.7% | +18.6% | +9.4% |
| 1Y | +32.1% | -17.3% | +49.4% | +34.0% |
| 3Y | +151.2% | -1.8% | +153.1% | +149.4% |
| 5Y | +162.9% | -36.2% | +199.1% | +205.2% |
| All | +162.9% | -36.4% | +199.3% | +205.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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