+10,266.7%
RTX vs TXT
+2,070.1%
+8,196.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | -5.2% | -4.8% | -0.4% | -3.4% |
| 30D | -9.4% | -10.6% | +1.2% | -5.4% |
| 3M | +12.3% | -13.2% | +25.5% | +18.2% |
| 6M | -3.1% | -20.3% | +17.2% | +5.2% |
| YTD | +10.7% | -9.3% | +19.9% | +14.1% |
| 1Y | +28.4% | -2.7% | +31.1% | +28.8% |
| 3Y | +147.1% | +1.4% | +145.7% | +139.5% |
| 5Y | +167.2% | +9.6% | +157.7% | +147.3% |
| 10Y | +274.7% | +94.9% | +179.8% | +170.3% |
| All | +10,266.7% | +2,070.1% | +8,196.6% | +2,472.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling