+275.2%
RTX vs TXT
+98.4%
+176.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.3% |
| 7D | -3.1% | -0.2% | -2.9% | -3.0% |
| 30D | -10.6% | -11.1% | +0.5% | -5.0% |
| 3M | +11.6% | -13.0% | +24.6% | +19.5% |
| 6M | -4.5% | -16.2% | +11.7% | +4.0% |
| YTD | +9.6% | -8.7% | +18.3% | +13.7% |
| 1Y | +30.8% | -3.8% | +34.6% | +31.7% |
| 3Y | +152.8% | +5.5% | +147.3% | +134.2% |
| 5Y | +167.1% | +12.3% | +154.8% | +131.0% |
| 10Y | +275.2% | +97.4% | +177.8% | +120.9% |
| All | +275.2% | +98.4% | +176.7% | +120.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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