+43.2%
TER vs RTX
+14.1%
+29.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -2.6% | -4.2% | -6.6% |
| 7D | -19.9% | +1.3% | -21.2% | -19.9% |
| 30D | -43.5% | +7.6% | -51.2% | -44.0% |
| 3M | -37.8% | -8.6% | -29.1% | -36.4% |
| 6M | -25.6% | +15.6% | -41.2% | -32.2% |
| YTD | +29.8% | +9.4% | +20.5% | +18.7% |
| 1Y | +43.2% | +14.7% | +28.5% | +26.7% |
| All | +43.2% | +14.1% | +29.1% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RTX.
Daily Out/Under-Performance
Portfolio return minus RTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RTX 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 RTX 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