+147.4%
RTX vs ITW
+35.5%
+112.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +4.8% | +2.3% | +2.4% | +3.8% |
| 30D | +6.5% | +6.7% | -0.2% | +3.7% |
| 3M | -9.6% | -0.5% | -9.1% | -9.5% |
| 6M | +12.3% | +16.4% | -4.1% | +5.3% |
| YTD | +9.5% | +19.0% | -9.5% | +1.3% |
| 1Y | +15.8% | +20.2% | -4.4% | +6.6% |
| 3Y | +157.0% | +33.1% | +123.9% | +123.0% |
| All | +147.4% | +35.5% | +112.0% | +101.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling