+11.3%
RTX vs TT
-2.5%
+13.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.7% | -1.1% | +2.8% |
| 7D | -3.2% | +1.7% | -4.9% | -3.5% |
| 30D | +5.6% | -11.8% | +17.4% | +7.4% |
| 3M | -11.7% | -12.6% | +0.9% | -10.1% |
| 6M | +12.3% | -9.4% | +21.7% | +13.1% |
| YTD | +8.2% | +8.8% | -0.6% | +5.0% |
| All | +11.3% | -2.5% | +13.8% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 1y: compounded portfolio wealth divided by compounded TT 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…
1y analysis · Full analysis span regression · 6 months rolling