+15.8%
RTX vs TSEM
+40.2%
-24.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.9% | +7.1% | +0.2% |
| 7D | +4.8% | +7.0% | -2.2% | +4.7% |
| 30D | +6.5% | -29.8% | +36.3% | +6.5% |
| 3M | -9.6% | -41.9% | +32.3% | -9.6% |
| 6M | +12.3% | -45.8% | +58.1% | +12.0% |
| YTD | +9.5% | +25.1% | -15.6% | +1.0% |
| 1Y | +15.8% | +48.2% | -32.4% | +7.0% |
| All | +15.8% | +40.2% | -24.3% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling