+341.5%
TSM vs RTX
+149.1%
+192.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.6% | -0.1% | +3.0% |
| 7D | -2.5% | -3.2% | +0.7% | -2.0% |
| 30D | -14.3% | +5.6% | -19.8% | -14.9% |
| 3M | -7.2% | -11.7% | +4.5% | -5.4% |
| 6M | -5.1% | +12.3% | -17.4% | -8.0% |
| YTD | +28.9% | +8.2% | +20.7% | +26.0% |
| 1Y | +37.1% | +12.6% | +24.5% | +32.8% |
| 3Y | +341.5% | +152.8% | +188.6% | +308.0% |
| All | +341.5% | +149.1% | +192.3% | +308.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling