+167.1%
RTX vs TSEM
+657.2%
-490.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.9% |
| 7D | -3.1% | +10.4% | -13.5% | -3.6% |
| 30D | -10.6% | -12.9% | +2.4% | -10.0% |
| 3M | +11.6% | -9.2% | +20.8% | +11.1% |
| 6M | -4.5% | +98.8% | -103.3% | -12.1% |
| YTD | +9.6% | +87.2% | -77.6% | +1.2% |
| 1Y | +30.8% | +239.0% | -208.1% | +14.3% |
| 3Y | +152.8% | +679.5% | -526.7% | +101.7% |
| 5Y | +167.1% | +667.3% | -500.2% | +116.3% |
| All | +167.1% | +657.2% | -490.1% | +116.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling