+165.0%
RTX vs TE
-46.0%
+211.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.3% | -0.6% |
| 7D | -1.6% | +15.0% | -16.6% | -1.9% |
| 30D | -11.6% | -7.5% | -4.0% | -11.5% |
| 3M | +9.2% | -42.0% | +51.1% | +10.0% |
| 6M | -4.4% | -31.4% | +27.0% | -4.6% |
| YTD | +8.9% | -26.5% | +35.4% | +8.2% |
| 1Y | +32.1% | +153.1% | -121.0% | +25.5% |
| 3Y | +151.2% | -20.7% | +171.9% | +145.8% |
| All | +165.0% | -46.0% | +211.0% | +158.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling