+98.5%
RTX vs TEM
+60.7%
+37.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -1.0% |
| 7D | -3.1% | +3.2% | -6.3% | -3.2% |
| 30D | -10.6% | +23.5% | -34.1% | -11.5% |
| 3M | +11.6% | +32.3% | -20.7% | +9.8% |
| 6M | -4.5% | +23.0% | -27.5% | -6.0% |
| YTD | +9.6% | +8.9% | +0.7% | +8.3% |
| 1Y | +30.8% | -19.9% | +50.7% | +30.9% |
| All | +98.5% | +60.7% | +37.8% | +85.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling