+1,598.5%
TSM vs RTX
+279.2%
+1,319.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | 0.0% | +1.4% |
| 7D | -2.1% | -1.7% | -0.3% | -1.4% |
| 30D | -12.5% | +7.7% | -20.2% | -14.6% |
| 3M | -5.0% | -10.3% | +5.3% | -1.9% |
| 6M | -3.2% | +14.6% | -17.8% | -8.4% |
| YTD | +31.5% | +10.4% | +21.1% | +25.7% |
| 1Y | +35.7% | +13.5% | +22.2% | +28.4% |
| 3Y | +323.5% | +158.6% | +164.9% | +197.0% |
| 5Y | +263.4% | +147.3% | +116.1% | +154.4% |
| 10Y | +1,598.5% | +268.6% | +1,329.9% | +905.4% |
| All | +1,598.5% | +279.2% | +1,319.3% | +905.4% |
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