+59.6%
TXN vs RTX
+162.7%
-103.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.2% | +4.0% | +3.9% |
| 7D | +4.0% | -1.5% | +5.5% | +4.4% |
| 30D | -2.9% | -11.0% | +8.1% | +0.2% |
| 3M | -9.1% | +7.7% | -16.8% | -11.6% |
| 6M | +36.6% | -3.9% | +40.5% | +37.5% |
| YTD | +57.5% | +9.0% | +48.5% | +51.9% |
| 1Y | +49.5% | +27.3% | +22.3% | +36.6% |
| 3Y | +76.5% | +172.9% | -96.4% | +20.9% |
| All | +59.6% | +162.7% | -103.1% | +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 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