+279.0%
RTX vs TTMI
+1,106.3%
-827.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | 0.0% |
| 7D | -1.6% | +7.5% | -9.1% | -2.9% |
| 30D | -11.6% | -4.5% | -7.1% | -11.3% |
| 3M | +9.2% | -28.5% | +37.7% | +13.4% |
| 6M | -4.4% | +28.4% | -32.8% | -13.5% |
| YTD | +8.9% | +80.1% | -71.2% | -9.7% |
| 1Y | +32.1% | +161.0% | -128.9% | -0.9% |
| 3Y | +151.2% | +862.4% | -711.2% | +29.9% |
| 5Y | +162.9% | +812.9% | -650.0% | +30.9% |
| All | +279.0% | +1,106.3% | -827.4% | +72.9% |
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