+151.7%
RTX vs TCOM
+43.1%
+108.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.6% |
| 7D | +1.4% | +2.2% | -0.7% | +1.3% |
| 30D | +7.8% | +12.5% | -4.7% | +7.1% |
| 3M | -9.8% | -5.6% | -4.2% | -9.5% |
| 6M | +13.5% | -16.5% | +30.0% | +14.6% |
| YTD | +10.9% | -39.4% | +50.3% | +13.8% |
| 1Y | +14.0% | -41.0% | +54.9% | +17.1% |
| 3Y | +159.9% | +29.2% | +130.7% | +150.5% |
| 5Y | +151.7% | +41.6% | +110.0% | +148.4% |
| All | +151.7% | +43.1% | +108.6% | +148.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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