+14.7%
RTX vs TEM
-11.1%
+25.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.8% | +0.2% | -2.7% |
| 7D | +1.3% | -1.3% | +2.6% | +1.3% |
| 30D | +7.6% | -9.5% | +17.2% | +7.8% |
| 3M | -8.6% | +60.7% | -69.3% | -9.4% |
| 6M | +15.6% | +35.5% | -19.9% | +15.4% |
| YTD | +9.4% | +28.0% | -18.7% | +9.6% |
| 1Y | +14.7% | -10.5% | +25.2% | +18.1% |
| All | +14.7% | -11.1% | +25.8% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 1y: compounded portfolio wealth divided by compounded TEM 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…
1y analysis · Full analysis span regression · 6 months rolling