-7.4%
TLT vs RTX
+12.7%
-20.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.4% |
| 7D | -2.7% | +3.4% | -6.1% | -2.9% |
| 30D | +2.2% | +8.4% | -6.2% | +1.7% |
| 3M | -1.7% | -10.7% | +8.9% | -1.4% |
| 6M | -4.0% | +11.7% | -15.7% | -4.8% |
| YTD | -4.9% | +9.3% | -14.3% | -5.8% |
| 1Y | -7.4% | +13.3% | -20.7% | -8.7% |
| All | -7.4% | +12.7% | -20.1% | -8.7% |
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