+1,535.2%
RTX vs TTMI
+267.1%
+1,268.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -1.0% |
| 7D | +3.4% | +22.6% | -19.2% | +0.4% |
| 30D | +8.4% | -34.3% | +42.7% | +12.9% |
| 3M | -10.7% | -44.8% | +34.1% | -5.3% |
| 6M | +11.7% | -53.3% | +65.0% | +19.1% |
| YTD | +9.3% | +10.6% | -1.2% | +0.8% |
| 1Y | +13.3% | +8.2% | +5.1% | +4.2% |
| 3Y | +156.1% | +435.7% | -279.5% | +80.4% |
| 5Y | +148.5% | +434.2% | -285.6% | +71.0% |
| 10Y | +263.6% | +426.4% | -162.8% | +143.7% |
| All | +1,535.2% | +267.1% | +1,268.1% | +710.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling