+1,744.2%
TER vs RTX
+275.7%
+1,468.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +4.7% |
| 7D | +11.0% | -3.1% | +14.0% | +12.5% |
| 30D | -1.9% | -10.6% | +8.7% | +3.3% |
| 3M | -0.7% | +11.6% | -12.3% | -7.4% |
| 6M | +36.4% | -4.5% | +40.9% | +37.5% |
| YTD | +92.4% | +9.6% | +82.9% | +80.7% |
| 1Y | +213.5% | +30.8% | +182.7% | +168.8% |
| 3Y | +277.2% | +152.8% | +124.4% | +121.2% |
| 5Y | +219.1% | +167.1% | +52.0% | +79.4% |
| 10Y | +1,744.2% | +275.2% | +1,469.1% | +758.7% |
| All | +1,744.2% | +275.7% | +1,468.6% | +758.7% |
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 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