-34.9%
TLT vs RTX
+165.2%
-200.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | +0.1% | -0.6% |
| 7D | -0.3% | -1.6% | +1.3% | -0.2% |
| 30D | 0.0% | -11.6% | +11.5% | +0.3% |
| 3M | -2.9% | +9.2% | -12.0% | -3.1% |
| 6M | -6.3% | -4.4% | -1.8% | -6.3% |
| YTD | -3.3% | +8.9% | -12.2% | -3.6% |
| 1Y | -4.2% | +32.1% | -36.3% | -4.8% |
| 3Y | -1.7% | +151.2% | -152.9% | -3.8% |
| 5Y | -34.9% | +162.9% | -197.8% | -34.7% |
| All | -34.9% | +165.2% | -200.1% | -34.7% |
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 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