+152.8%
RTX vs TSEM
+521.6%
-368.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +10.9% | -7.3% | +3.2% |
| 7D | -3.2% | -2.0% | -1.2% | -3.2% |
| 30D | +5.6% | -33.4% | +39.0% | +6.8% |
| 3M | -11.7% | -39.7% | +28.0% | -10.4% |
| 6M | +12.3% | -27.8% | +40.2% | +10.8% |
| YTD | +8.2% | +29.7% | -21.5% | +0.8% |
| 1Y | +12.6% | +81.1% | -68.6% | +1.7% |
| 3Y | +152.8% | +529.3% | -376.5% | +109.0% |
| All | +152.8% | +521.6% | -368.8% | +109.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling