+1,080.0%
RTX vs TCOM
+2,658.7%
-1,578.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.8% |
| 7D | -3.1% | -7.6% | +4.5% | -1.9% |
| 30D | -10.6% | -12.2% | +1.7% | -8.8% |
| 3M | +11.6% | -14.2% | +25.9% | +13.9% |
| 6M | -4.5% | -25.0% | +20.5% | -0.6% |
| YTD | +9.6% | -43.7% | +53.3% | +18.5% |
| 1Y | +30.8% | -44.5% | +75.4% | +41.7% |
| 3Y | +152.8% | +13.4% | +139.4% | +136.9% |
| 5Y | +167.1% | +26.5% | +140.6% | +132.8% |
| 10Y | +275.2% | -10.3% | +285.4% | +230.7% |
| All | +1,080.0% | +2,658.7% | -1,578.7% | +503.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling