+158.6%
RTX vs TTMI
+419.6%
-261.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.1% | +6.1% | +2.2% |
| 7D | -1.7% | -11.5% | +9.8% | -1.4% |
| 30D | +7.7% | -40.3% | +48.0% | +9.5% |
| 3M | -10.3% | -44.5% | +34.1% | -8.7% |
| 6M | +14.6% | -54.1% | +68.7% | +16.8% |
| YTD | +10.4% | +4.7% | +5.7% | +3.3% |
| 1Y | +13.5% | +3.3% | +10.2% | +5.9% |
| 3Y | +158.6% | +407.2% | -248.6% | +109.8% |
| All | +158.6% | +419.6% | -261.0% | +109.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling