+202.8%
TER vs RTX
+168.2%
+34.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.7% | +6.1% | +5.7% |
| 7D | +0.6% | -5.2% | +5.8% | +2.5% |
| 30D | -8.3% | -9.4% | +1.1% | -5.2% |
| 3M | -12.2% | +12.3% | -24.5% | -17.2% |
| 6M | +17.1% | -3.1% | +20.2% | +17.1% |
| YTD | +84.7% | +10.7% | +74.0% | +75.1% |
| 1Y | +199.9% | +28.4% | +171.5% | +167.9% |
| 3Y | +232.8% | +147.1% | +85.7% | +120.7% |
| All | +202.8% | +168.2% | +34.7% | +89.9% |
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