+213.5%
TER vs RTX
+28.6%
+184.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +4.4% |
| 7D | +11.0% | -3.1% | +14.0% | +11.7% |
| 30D | -1.9% | -10.6% | +8.7% | +0.4% |
| 3M | -0.7% | +11.6% | -12.3% | -7.0% |
| 6M | +36.4% | -4.5% | +40.9% | +37.2% |
| YTD | +92.4% | +9.6% | +82.9% | +80.9% |
| 1Y | +213.5% | +30.8% | +182.7% | +158.6% |
| All | +213.5% | +28.6% | +184.9% | +158.6% |
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