+265.5%
RTX vs TRU
+238.0%
+27.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.9% | +5.3% | +1.0% |
| 7D | -5.2% | -6.8% | +1.6% | -3.3% |
| 30D | -9.4% | 0.0% | -9.4% | -9.6% |
| 3M | +12.3% | +13.3% | -1.0% | +7.5% |
| 6M | -3.1% | +3.4% | -6.6% | -5.2% |
| YTD | +10.7% | -6.4% | +17.1% | +10.5% |
| 1Y | +28.4% | -9.7% | +38.1% | +28.7% |
| 3Y | +147.1% | +0.1% | +146.9% | +125.5% |
| 5Y | +167.2% | -34.0% | +201.3% | +187.1% |
| 10Y | +274.7% | +147.9% | +126.8% | +155.5% |
| All | +265.5% | +238.0% | +27.6% | +132.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling