+279.2%
RTX vs TMO
+338.2%
-59.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.6% |
| 7D | -1.5% | -0.6% | -0.9% | -1.4% |
| 30D | -11.0% | +1.1% | -12.1% | -11.4% |
| 3M | +7.7% | +28.3% | -20.7% | -0.7% |
| 6M | -3.9% | +23.3% | -27.2% | -10.6% |
| YTD | +9.0% | +5.5% | +3.5% | +6.2% |
| 1Y | +27.3% | +24.5% | +2.7% | +17.2% |
| 3Y | +172.9% | +19.6% | +153.3% | +150.2% |
| 5Y | +165.2% | +8.1% | +157.0% | +144.8% |
| All | +279.2% | +338.2% | -59.0% | +83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 10y: compounded portfolio wealth divided by compounded TMO 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…
10y analysis · Full analysis span regression · 6 months rolling