+269.0%
RTX vs TSEM
+920.4%
-651.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.6% | -7.1% | -0.5% |
| 7D | +1.4% | +6.8% | -5.3% | +0.4% |
| 30D | +7.8% | -26.6% | +34.5% | +11.5% |
| 3M | -9.8% | -36.3% | +26.6% | -5.4% |
| 6M | +13.5% | -30.6% | +44.1% | +13.8% |
| YTD | +10.9% | +35.3% | -24.4% | -3.2% |
| 1Y | +14.0% | +59.2% | -45.2% | -3.9% |
| 3Y | +159.9% | +547.7% | -387.7% | +56.6% |
| 5Y | +151.7% | +337.5% | -185.9% | +61.2% |
| 10Y | +269.0% | +887.4% | -618.4% | +90.6% |
| All | +269.0% | +920.4% | -651.4% | +90.6% |
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