+167.1%
RTX vs TW
+22.4%
+144.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | -0.4% |
| 7D | -3.1% | -3.5% | +0.4% | -2.5% |
| 30D | -10.6% | +0.5% | -11.1% | -10.7% |
| 3M | +11.6% | +4.9% | +6.7% | +10.3% |
| 6M | -4.5% | -17.1% | +12.6% | -1.6% |
| YTD | +9.6% | -3.9% | +13.4% | +9.5% |
| 1Y | +30.8% | -13.3% | +44.1% | +33.4% |
| 3Y | +152.8% | +20.9% | +131.9% | +140.2% |
| 5Y | +167.1% | +20.5% | +146.6% | +152.3% |
| All | +167.1% | +22.4% | +144.7% | +152.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling