+47.4%
TER vs RTX
+12.7%
+34.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.4% |
| 7D | +24.0% | +3.4% | +20.6% | +23.1% |
| 30D | -30.6% | +8.4% | -39.0% | -31.4% |
| 3M | -34.5% | -10.7% | -23.8% | -32.7% |
| 6M | -26.4% | +11.7% | -38.1% | -31.6% |
| YTD | +36.4% | +9.3% | +27.1% | +22.5% |
| 1Y | +47.4% | +13.3% | +34.1% | +27.8% |
| All | +47.4% | +12.7% | +34.7% | +27.8% |
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