+283.9%
RTX vs TSEM
+1,283.8%
-999.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.8% | -0.4% |
| 7D | -1.6% | +4.7% | -6.3% | -2.3% |
| 30D | -11.6% | -14.2% | +2.7% | -9.8% |
| 3M | +9.2% | -5.0% | +14.2% | +7.4% |
| 6M | -4.4% | +87.6% | -92.0% | -18.7% |
| YTD | +8.9% | +84.4% | -75.6% | -7.7% |
| 1Y | +32.1% | +235.4% | -203.3% | -1.1% |
| 3Y | +151.2% | +668.0% | -516.7% | +51.8% |
| 5Y | +162.9% | +644.7% | -481.8% | +53.1% |
| 10Y | +283.9% | +1,326.7% | -1,042.7% | +86.9% |
| All | +283.9% | +1,283.8% | -999.9% | +86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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