-54.0%
TE vs PTC
+10.9%
-64.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.3% | -10.0% | -9.5% |
| 7D | -26.9% | +1.3% | -28.1% | -26.6% |
| 30D | -38.9% | +1.1% | -40.0% | -38.8% |
| 3M | -61.0% | +30.1% | -91.2% | -57.6% |
| 6M | -66.4% | +34.0% | -100.4% | -60.8% |
| YTD | -69.0% | +12.8% | -81.8% | -63.8% |
| 1Y | -54.0% | +10.7% | -64.7% | -45.4% |
| All | -54.0% | +10.9% | -64.9% | -45.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling