+142.0%
RTX vs TE
-79.9%
+221.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.5% | +6.1% | -1.3% |
| 7D | +3.4% | -13.6% | +17.0% | +3.7% |
| 30D | +8.4% | -37.7% | +46.0% | +9.4% |
| 3M | -10.7% | -59.8% | +49.1% | -9.1% |
| 6M | +11.7% | -66.3% | +78.0% | +13.3% |
| YTD | +9.3% | -70.5% | +79.8% | +10.6% |
| 1Y | +13.3% | -48.8% | +62.1% | +12.7% |
| 3Y | +156.1% | +31.3% | +124.8% | +133.0% |
| 5Y | +148.5% | -82.0% | +230.6% | +147.3% |
| All | +142.0% | -79.9% | +221.9% | +108.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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