+267.4%
RTX vs TEL
+283.7%
-16.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.4% |
| 7D | +4.8% | +4.5% | +0.3% | +2.5% |
| 30D | +6.5% | +2.9% | +3.6% | +4.6% |
| 3M | -9.6% | +1.1% | -10.8% | -10.9% |
| 6M | +12.3% | +5.0% | +7.3% | +7.6% |
| YTD | +9.5% | -3.9% | +13.3% | +7.6% |
| 1Y | +15.8% | -7.4% | +23.3% | +15.8% |
| 3Y | +157.0% | +81.0% | +76.0% | +66.5% |
| 5Y | +148.8% | +42.3% | +106.5% | +82.6% |
| All | +267.4% | +283.7% | -16.3% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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