+185.0%
RTX vs TW
+221.1%
-36.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | -5.2% | -2.3% | -2.8% | -4.6% |
| 30D | -9.4% | +3.9% | -13.3% | -10.3% |
| 3M | +12.3% | +5.7% | +6.6% | +10.3% |
| 6M | -3.1% | -14.5% | +11.4% | +0.1% |
| YTD | +10.7% | -0.9% | +11.5% | +9.7% |
| 1Y | +28.4% | -13.5% | +41.9% | +31.8% |
| 3Y | +147.1% | +25.0% | +122.1% | +125.8% |
| 5Y | +167.2% | +22.7% | +144.6% | +141.0% |
| All | +185.0% | +221.1% | -36.1% | +86.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling