+162.9%
RTX vs TEL
+50.8%
+112.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.5% | -0.6% |
| 7D | -1.6% | +1.2% | -2.8% | -1.9% |
| 30D | -11.6% | -4.1% | -7.5% | -10.7% |
| 3M | +9.2% | -2.6% | +11.7% | +9.4% |
| 6M | -4.4% | 0.0% | -4.4% | -5.2% |
| YTD | +8.9% | -9.1% | +17.9% | +10.3% |
| 1Y | +32.1% | -0.8% | +32.9% | +29.8% |
| 3Y | +151.2% | +67.4% | +83.9% | +103.5% |
| 5Y | +162.9% | +51.8% | +111.2% | +118.8% |
| All | +162.9% | +50.8% | +112.1% | +118.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling