+75.4%
TSM vs RTX
+30.5%
+44.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.8% |
| 7D | +4.8% | -1.6% | +6.4% | +4.9% |
| 30D | +4.0% | -11.6% | +15.6% | +5.0% |
| 3M | +2.0% | +9.2% | -7.2% | -0.2% |
| 6M | +25.5% | -4.4% | +29.9% | +28.1% |
| YTD | +44.0% | +8.9% | +35.1% | +40.5% |
| 1Y | +75.4% | +32.1% | +43.3% | +58.8% |
| All | +75.4% | +30.5% | +44.9% | +58.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling