+54.6%
TER vs RTX
+131.1%
-76.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +3.0% |
| 7D | -20.5% | -5.1% | -15.3% | -18.9% |
| 30D | -47.0% | +5.1% | -52.1% | -48.0% |
| 3M | -43.3% | -14.8% | -28.5% | -40.2% |
| 6M | -42.9% | +8.0% | -50.9% | -45.6% |
| YTD | +12.9% | +4.5% | +8.4% | +9.0% |
| 1Y | +18.2% | +9.8% | +8.3% | +11.9% |
| 3Y | +151.8% | +144.2% | +7.6% | +64.8% |
| All | +54.6% | +131.1% | -76.5% | +2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling