-3.1%
RTX vs TSEM
+75.9%
-79.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.8% | -8.5% | -0.5% |
| 7D | -5.2% | +6.9% | -12.0% | -5.0% |
| 30D | -9.4% | +5.3% | -14.7% | -9.2% |
| 3M | +12.3% | -14.9% | +27.2% | +11.5% |
| 6M | -3.1% | +80.0% | -83.2% | -7.8% |
| All | -3.1% | +75.9% | -79.0% | -7.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling