+279.2%
RTX vs TEL
+316.2%
-37.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.6% | -3.8% | -2.0% |
| 7D | -1.5% | +1.6% | -3.1% | -2.4% |
| 30D | -11.0% | -0.7% | -10.3% | -10.9% |
| 3M | +7.7% | +2.4% | +5.2% | +5.2% |
| 6M | -3.9% | +4.1% | -8.0% | -7.8% |
| YTD | +9.0% | -5.8% | +14.8% | +8.9% |
| 1Y | +27.3% | +0.9% | +26.4% | +21.5% |
| 3Y | +172.9% | +72.6% | +100.3% | +82.3% |
| 5Y | +165.2% | +57.5% | +107.6% | +80.1% |
| All | +279.2% | +316.2% | -37.0% | +35.8% |
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