+131.4%
TLT vs RTX
+1,407.7%
-1,276.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.5% | +0.5% |
| 7D | +0.3% | -3.2% | +3.5% | -0.2% |
| 30D | +5.1% | +5.6% | -0.5% | +6.0% |
| 3M | -0.2% | -11.7% | +11.5% | -1.9% |
| 6M | -2.9% | +12.3% | -15.2% | -1.1% |
| YTD | -2.7% | +8.2% | -10.9% | -1.2% |
| 1Y | -4.6% | +12.6% | -17.2% | -2.6% |
| 3Y | +6.1% | +152.8% | -146.7% | +23.5% |
| 5Y | -35.1% | +140.2% | -175.3% | -24.4% |
| 10Y | -12.5% | +273.8% | -286.3% | +15.9% |
| All | +131.4% | +1,407.7% | -1,276.3% | +319.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling