+8,630.0%
TER vs RTX
+9,933.9%
-1,304.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +3.3% |
| 7D | -20.5% | -5.1% | -15.3% | -17.6% |
| 30D | -47.0% | +5.1% | -52.1% | -48.9% |
| 3M | -43.3% | -14.8% | -28.5% | -37.8% |
| 6M | -42.9% | +8.0% | -50.9% | -47.1% |
| YTD | +12.9% | +4.5% | +8.4% | +6.7% |
| 1Y | +18.2% | +9.8% | +8.3% | +8.3% |
| 3Y | +151.8% | +144.2% | +7.6% | +32.7% |
| 5Y | +54.2% | +131.4% | -77.2% | -17.8% |
| 10Y | +908.2% | +273.3% | +635.0% | +258.0% |
| All | +8,630.0% | +9,933.9% | -1,304.0% | +570.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling