+10,164.5%
RTX vs TMO
+8,094.7%
+2,069.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.4% |
| 7D | -3.1% | +0.4% | -3.5% | -3.2% |
| 30D | -10.6% | +1.5% | -12.1% | -11.1% |
| 3M | +11.6% | +28.5% | -16.9% | +2.4% |
| 6M | -4.5% | +20.4% | -24.9% | -10.9% |
| YTD | +9.6% | +4.3% | +5.3% | +6.9% |
| 1Y | +30.8% | +24.1% | +6.7% | +20.0% |
| 3Y | +152.8% | +17.5% | +135.4% | +131.6% |
| 5Y | +167.1% | +6.8% | +160.3% | +146.8% |
| 10Y | +275.2% | +311.9% | -36.7% | +110.9% |
| All | +10,164.5% | +8,094.7% | +2,069.7% | +2,088.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling