+13.3%
RTX vs TW
+19.3%
-6.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.5% |
| 7D | +3.4% | +3.2% | +0.2% | +3.1% |
| 30D | +8.4% | +19.7% | -11.3% | +6.9% |
| 3M | -10.7% | +26.8% | -37.5% | -12.1% |
| 6M | +11.7% | +20.9% | -9.1% | +9.4% |
| YTD | +9.3% | +22.9% | -13.6% | +8.1% |
| 1Y | +13.3% | +20.4% | -7.1% | +12.2% |
| All | +13.3% | +19.3% | -6.0% | +12.2% |
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