+267.4%
RTX vs TTMI
+394.2%
-126.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.6% |
| 7D | +4.8% | +11.4% | -6.6% | +2.8% |
| 30D | +6.5% | -28.3% | +34.8% | +10.2% |
| 3M | -9.6% | -46.7% | +37.0% | -2.6% |
| 6M | +12.3% | -56.1% | +68.4% | +22.6% |
| YTD | +9.5% | +7.4% | +2.1% | -4.2% |
| 1Y | +15.8% | +17.4% | -1.6% | -1.5% |
| 3Y | +157.0% | +429.1% | -272.1% | +41.1% |
| 5Y | +148.8% | +418.8% | -270.0% | +29.6% |
| All | +267.4% | +394.2% | -126.8% | +75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 10y: compounded portfolio wealth divided by compounded TTMI 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…
10y analysis · Full analysis span regression · 6 months rolling