+245.7%
TSM vs RTX
+140.9%
+104.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.6% | -0.1% | +2.7% |
| 7D | -2.5% | -3.2% | +0.7% | -1.7% |
| 30D | -14.3% | +5.6% | -19.8% | -15.4% |
| 3M | -7.2% | -11.7% | +4.5% | -4.5% |
| 6M | -5.1% | +12.3% | -17.4% | -8.9% |
| YTD | +28.9% | +8.2% | +20.7% | +24.9% |
| 1Y | +37.1% | +12.6% | +24.5% | +31.3% |
| 3Y | +341.5% | +152.8% | +188.6% | +228.5% |
| 5Y | +245.7% | +140.2% | +105.5% | +148.3% |
| All | +245.7% | +140.9% | +104.7% | +148.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling