+167.1%
RTX vs TTMI
+840.7%
-673.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -4.0% | -1.2% |
| 7D | -3.1% | +12.2% | -15.3% | -4.0% |
| 30D | -10.6% | -5.7% | -4.8% | -10.3% |
| 3M | +11.6% | -27.5% | +39.1% | +13.7% |
| 6M | -4.5% | +47.1% | -51.6% | -11.1% |
| YTD | +9.6% | +87.5% | -77.9% | -1.5% |
| 1Y | +30.8% | +175.2% | -144.4% | +11.2% |
| 3Y | +152.8% | +901.9% | -749.1% | +76.5% |
| 5Y | +167.1% | +843.5% | -676.4% | +86.8% |
| All | +167.1% | +840.7% | -673.6% | +86.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling