+280.0%
RTX vs ITW
+191.6%
+88.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | 0.0% |
| 7D | -2.0% | -2.4% | +0.4% | -0.5% |
| 30D | -11.2% | -9.5% | -1.7% | -5.4% |
| 3M | +12.0% | +6.6% | +5.4% | +7.1% |
| 6M | -3.6% | -1.8% | -1.8% | -3.1% |
| YTD | +9.2% | +9.0% | +0.2% | +2.2% |
| 1Y | +29.7% | +3.6% | +26.2% | +25.1% |
| 3Y | +152.0% | +19.4% | +132.5% | +115.2% |
| 5Y | +165.8% | +36.4% | +129.4% | +99.2% |
| All | +280.0% | +191.6% | +88.5% | +79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 10y: compounded portfolio wealth divided by compounded ITW 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…
10y analysis · Full analysis span regression · 6 months rolling