+164.6%
RTX vs TCOM
+30.1%
+134.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.9% |
| 7D | -3.1% | -7.6% | +4.5% | -2.6% |
| 30D | -10.6% | -12.2% | +1.7% | -9.9% |
| 3M | +11.6% | -14.2% | +25.9% | +12.5% |
| 6M | -4.5% | -25.0% | +20.5% | -3.0% |
| YTD | +9.6% | -43.7% | +53.3% | +13.0% |
| 1Y | +30.8% | -44.5% | +75.4% | +35.0% |
| 3Y | +152.8% | +13.4% | +139.4% | +145.5% |
| All | +164.6% | +30.1% | +134.5% | +158.5% |
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