+1,641.8%
TSM vs RTX
+272.3%
+1,369.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.7% | +4.1% |
| 7D | +4.4% | +1.4% | +3.0% | +4.1% |
| 30D | -7.0% | +7.8% | -14.8% | -9.2% |
| 3M | -1.8% | -9.8% | +8.0% | +1.2% |
| 6M | +2.7% | +13.5% | -10.9% | -2.5% |
| YTD | +37.1% | +10.9% | +26.1% | +30.8% |
| 1Y | +43.5% | +14.0% | +29.5% | +35.6% |
| 3Y | +341.5% | +159.9% | +181.6% | +209.2% |
| 5Y | +278.9% | +151.7% | +127.2% | +163.7% |
| 10Y | +1,641.8% | +269.0% | +1,372.8% | +934.3% |
| All | +1,641.8% | +272.3% | +1,369.5% | +934.3% |
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