+173.5%
RTX vs TMO
+18.2%
+155.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -2.0% | -2.5% | +0.5% | -1.5% |
| 30D | -11.2% | -0.3% | -10.9% | -11.2% |
| 3M | +12.0% | +25.3% | -13.2% | +6.8% |
| 6M | -3.6% | +20.9% | -24.4% | -7.6% |
| YTD | +9.2% | +4.3% | +4.9% | +7.7% |
| 1Y | +29.7% | +27.0% | +2.7% | +22.6% |
| All | +173.5% | +18.2% | +155.4% | +163.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling