+8,062.3%
RTX vs TSEM
+11.3%
+8,051.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.8% | -8.5% | -1.3% |
| 7D | -5.2% | +6.9% | -12.0% | -5.7% |
| 30D | -9.4% | +5.3% | -14.7% | -9.9% |
| 3M | +12.3% | -14.9% | +27.2% | +12.4% |
| 6M | -3.1% | +80.0% | -83.2% | -9.6% |
| YTD | +10.7% | +89.4% | -78.7% | +2.7% |
| 1Y | +28.4% | +253.1% | -224.7% | +12.7% |
| 3Y | +147.1% | +642.1% | -495.1% | +101.4% |
| 5Y | +167.2% | +659.1% | -491.9% | +115.3% |
| 10Y | +274.7% | +1,291.4% | -1,016.6% | +184.1% |
| All | +8,062.3% | +11.3% | +8,051.0% | +5,628.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling