+13,634.3%
TSM vs RTX
+2,889.2%
+10,745.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.5% | +3.2% |
| 7D | +2.7% | -5.2% | +7.9% | +5.5% |
| 30D | +3.6% | -9.4% | +13.0% | +8.7% |
| 3M | -3.4% | +12.3% | -15.7% | -10.1% |
| 6M | +20.6% | -3.1% | +23.7% | +20.6% |
| YTD | +41.9% | +10.7% | +31.2% | +32.0% |
| 1Y | +84.4% | +28.4% | +56.0% | +57.9% |
| 3Y | +380.2% | +147.1% | +233.2% | +181.5% |
| 5Y | +275.3% | +167.2% | +108.1% | +105.0% |
| 10Y | +1,751.4% | +274.7% | +1,476.7% | +643.1% |
| All | +13,634.3% | +2,889.2% | +10,745.1% | +1,222.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling