+32.1%
RTX vs TTMI
+164.8%
-132.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | -0.5% |
| 7D | -1.6% | +7.5% | -9.1% | -1.8% |
| 30D | -11.6% | -4.5% | -7.1% | -11.6% |
| 3M | +9.2% | -28.5% | +37.7% | +9.7% |
| 6M | -4.4% | +28.4% | -32.8% | -9.1% |
| YTD | +8.9% | +80.1% | -71.2% | +0.7% |
| 1Y | +32.1% | +161.0% | -128.9% | +19.8% |
| All | +32.1% | +164.8% | -132.6% | +19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling