+1,078.6%
RTX vs TCOM
+2,868.4%
-1,789.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | 0.0% |
| 7D | +4.8% | -1.8% | +6.6% | +5.1% |
| 30D | +6.5% | +12.1% | -5.6% | +4.6% |
| 3M | -9.6% | -3.2% | -6.4% | -9.3% |
| 6M | +12.3% | -16.6% | +29.0% | +14.9% |
| YTD | +9.5% | -39.4% | +48.8% | +16.9% |
| 1Y | +15.8% | -41.5% | +57.4% | +24.4% |
| 3Y | +157.0% | +24.4% | +132.6% | +137.4% |
| 5Y | +148.8% | +41.6% | +107.2% | +113.1% |
| 10Y | +264.0% | +6.5% | +257.5% | +212.5% |
| All | +1,078.6% | +2,868.4% | -1,789.8% | +495.1% |
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