+191.2%
TER vs RTX
+156.3%
+34.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.4% |
| 7D | +14.4% | +4.8% | +9.6% | +13.4% |
| 30D | -30.6% | +6.5% | -37.1% | -31.2% |
| 3M | -39.2% | -9.6% | -29.6% | -38.0% |
| 6M | -31.3% | +12.3% | -43.6% | -33.9% |
| YTD | +29.1% | +9.5% | +19.6% | +25.3% |
| 1Y | +47.4% | +15.8% | +31.6% | +41.5% |
| 3Y | +191.2% | +157.0% | +34.2% | +193.0% |
| All | +191.2% | +156.3% | +34.9% | +193.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling