-5.8%
TLT vs RTX
+14.9%
-20.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -1.4% |
| 7D | -0.3% | -1.7% | +1.5% | -0.2% |
| 30D | +3.7% | +7.7% | -4.0% | +3.3% |
| 3M | -0.7% | -10.3% | +9.7% | -0.3% |
| 6M | -4.2% | +14.6% | -18.8% | -5.1% |
| YTD | -4.0% | +10.4% | -14.4% | -4.9% |
| 1Y | -5.8% | +13.5% | -19.4% | -7.0% |
| All | -5.8% | +14.9% | -20.8% | -7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling