+1,831.4%
TSM vs RTX
+277.8%
+1,553.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.3% | +2.7% |
| 7D | +6.0% | -3.1% | +9.1% | +7.1% |
| 30D | +4.5% | -10.6% | +15.1% | +8.1% |
| 3M | +3.1% | +11.6% | -8.5% | -1.2% |
| 6M | +30.2% | -4.5% | +34.7% | +31.1% |
| YTD | +45.2% | +9.6% | +35.6% | +39.3% |
| 1Y | +79.6% | +30.8% | +48.7% | +61.9% |
| 3Y | +411.0% | +152.8% | +258.2% | +261.0% |
| 5Y | +290.7% | +167.1% | +123.6% | +166.4% |
| All | +1,831.4% | +277.8% | +1,553.5% | +1,053.4% |
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