+132.6%
RTX vs TXT
+7.8%
+124.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.5% |
| 7D | -5.1% | -2.5% | -2.6% | -4.2% |
| 30D | +5.1% | +14.4% | -9.2% | -0.5% |
| 3M | -14.8% | -4.9% | -9.9% | -13.4% |
| 6M | +8.0% | -10.2% | +18.3% | +12.1% |
| YTD | +4.5% | -4.1% | +8.6% | +5.3% |
| 1Y | +9.8% | +4.0% | +5.9% | +7.3% |
| 3Y | +144.2% | +8.0% | +136.2% | +127.9% |
| All | +132.6% | +7.8% | +124.9% | +111.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling