-78.9%
TE vs PTC
+153.5%
-232.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.3% | -10.0% | -9.7% |
| 7D | -26.9% | +1.3% | -28.1% | -27.1% |
| 30D | -38.9% | +1.1% | -40.0% | -39.1% |
| 3M | -61.0% | +30.1% | -91.2% | -65.2% |
| 6M | -66.4% | +34.0% | -100.4% | -70.8% |
| YTD | -69.0% | +12.8% | -81.8% | -71.3% |
| 1Y | -54.0% | +10.7% | -64.7% | -57.0% |
| 3Y | +38.0% | +29.6% | +8.4% | +19.9% |
| 5Y | -81.0% | +63.5% | -144.5% | -84.9% |
| All | -78.9% | +153.5% | -232.4% | -83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling