+169.3%
RTX vs TT
+140.2%
+29.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | -5.2% | 0.0% | -5.2% | -5.2% |
| 30D | -9.4% | -7.2% | -2.2% | -7.7% |
| 3M | +12.3% | -3.0% | +15.3% | +12.8% |
| 6M | -3.1% | +1.4% | -4.5% | -4.1% |
| YTD | +10.7% | +15.9% | -5.2% | +5.5% |
| 1Y | +28.4% | +9.4% | +19.0% | +24.2% |
| 3Y | +147.1% | +124.4% | +22.7% | +90.6% |
| All | +169.3% | +140.2% | +29.2% | +92.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling