+48.2%
TSLA vs RTX
+150.3%
-102.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.2% |
| 7D | +3.4% | -3.1% | +6.5% | +4.1% |
| 30D | +12.0% | -10.6% | +22.6% | +14.9% |
| 3M | -10.0% | +11.6% | -21.6% | -14.0% |
| 6M | -7.2% | -4.5% | -2.7% | -6.4% |
| YTD | -18.1% | +9.6% | -27.7% | -21.9% |
| 1Y | +6.3% | +30.8% | -24.5% | -5.3% |
| 3Y | +48.2% | +152.8% | -104.7% | +18.0% |
| All | +48.2% | +150.3% | -102.1% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RTX.
Daily Out/Under-Performance
Portfolio return minus RTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RTX 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 3y: compounded portfolio wealth divided by compounded RTX 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…
3y analysis · Full analysis span regression · 6 months rolling