+66.1%
T vs RTX
+167.2%
-101.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | -1.5% | -3.1% | +1.6% | -0.9% |
| 30D | +7.6% | -10.6% | +18.2% | +10.1% |
| 3M | +15.3% | +11.6% | +3.7% | +12.4% |
| 6M | -8.5% | -4.5% | -4.0% | -7.8% |
| YTD | +6.8% | +9.6% | -2.8% | +3.8% |
| 1Y | -7.2% | +30.8% | -38.1% | -14.3% |
| 3Y | +108.2% | +152.8% | -44.6% | +54.3% |
| 5Y | +66.1% | +167.1% | -101.1% | +16.0% |
| All | +66.1% | +167.2% | -101.2% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RTX.
Daily Out/Under-Performance
Portfolio return minus RTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RTX 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 RTX 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