+15.8%
RTX vs TW
+21.1%
-5.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | +4.8% | +3.9% | +0.9% | +4.5% |
| 30D | +6.5% | +19.9% | -13.4% | +5.0% |
| 3M | -9.6% | +25.9% | -35.6% | -11.1% |
| 6M | +12.3% | +21.1% | -8.8% | +9.9% |
| YTD | +9.5% | +23.9% | -14.5% | +8.2% |
| 1Y | +15.8% | +21.2% | -5.4% | +14.8% |
| All | +15.8% | +21.1% | -5.2% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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