-53.4%
TE vs PTC
+66.0%
-119.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.1% | -6.6% | -6.7% |
| 7D | +0.9% | -14.2% | +15.1% | +6.6% |
| 30D | -16.3% | -14.4% | -1.8% | -11.5% |
| 3M | -40.8% | -4.7% | -36.0% | -41.2% |
| 6M | -42.6% | -19.3% | -23.3% | -39.0% |
| YTD | -31.4% | -26.1% | -5.3% | -24.6% |
| 1Y | +144.9% | -37.1% | +182.0% | +191.6% |
| 3Y | -26.0% | -10.4% | -15.6% | -25.5% |
| 5Y | -48.5% | +2.5% | -50.9% | -51.5% |
| All | -53.4% | +66.0% | -119.4% | -56.5% |
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