+1,643.1%
TSM vs RTX
+262.2%
+1,380.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | +6.2% | +4.8% | +1.4% | +4.7% |
| 30D | -7.3% | +6.5% | -13.8% | -9.1% |
| 3M | -7.1% | -9.6% | +2.5% | -4.4% |
| 6M | +0.2% | +12.3% | -12.1% | -4.5% |
| YTD | +32.2% | +9.5% | +22.8% | +26.7% |
| 1Y | +42.8% | +15.8% | +26.9% | +34.2% |
| 3Y | +330.4% | +157.0% | +173.4% | +202.6% |
| 5Y | +263.9% | +148.8% | +115.1% | +154.3% |
| All | +1,643.1% | +262.2% | +1,380.9% | +954.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling