+1,006.2%
TER vs RTX
+279.2%
+727.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.3% | -1.2% |
| 7D | -8.9% | -1.7% | -7.2% | -7.8% |
| 30D | -39.1% | +7.7% | -46.7% | -41.2% |
| 3M | -32.8% | -10.3% | -22.4% | -29.4% |
| 6M | -31.7% | +14.6% | -46.3% | -37.4% |
| YTD | +26.9% | +10.4% | +16.5% | +18.6% |
| 1Y | +33.6% | +13.5% | +20.0% | +23.1% |
| 3Y | +181.5% | +158.6% | +22.9% | +63.9% |
| 5Y | +76.1% | +147.3% | -71.1% | +3.4% |
| 10Y | +1,006.2% | +268.6% | +737.6% | +433.9% |
| All | +1,006.2% | +279.2% | +727.0% | +433.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling