+29.7%
RTX vs TECK
+65.6%
-35.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-10 to 2026-09-10.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.3% | +6.6% | +0.8% |
| 7D | -2.0% | -4.2% | +2.3% | -1.7% |
| 30D | -11.2% | -0.4% | -10.8% | -11.2% |
| 3M | +12.0% | +10.1% | +1.9% | +10.8% |
| 6M | -3.6% | +26.0% | -29.6% | -5.6% |
| YTD | +9.2% | +38.0% | -28.8% | +6.8% |
| 1Y | +29.7% | +63.8% | -34.1% | +26.5% |
| All | +29.7% | +65.6% | -35.9% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 2025-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TECK 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…
2025-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling