+28.4%
RTX vs TEM
-15.5%
+43.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -5.2% | +0.9% | -6.1% | -5.2% |
| 30D | -9.4% | +38.4% | -47.8% | -10.1% |
| 3M | +12.3% | +23.7% | -11.4% | +11.8% |
| 6M | -3.1% | +26.0% | -29.1% | -4.1% |
| YTD | +10.7% | +9.4% | +1.2% | +10.6% |
| 1Y | +28.4% | -17.3% | +45.7% | +29.2% |
| All | +28.4% | -15.5% | +43.9% | +29.2% |
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