+160.5%
RTX vs TT
+94.5%
+66.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.4% | +0.3% |
| 7D | +1.4% | +3.5% | -2.1% | +0.8% |
| 30D | +7.8% | -11.0% | +18.9% | +10.1% |
| 3M | -9.8% | -12.0% | +2.2% | -7.8% |
| 6M | +13.5% | -10.4% | +24.0% | +15.3% |
| YTD | +10.9% | +9.9% | +1.0% | +7.7% |
| 1Y | +14.0% | +1.5% | +12.5% | +12.5% |
| All | +160.5% | +94.5% | +66.0% | +148.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling