-45.3%
TE vs PTC
+10.7%
-56.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.1% |
| 7D | -19.1% | +0.5% | -19.5% | -19.0% |
| 30D | -34.1% | +1.2% | -35.4% | -33.9% |
| 3M | -60.1% | +27.4% | -87.5% | -56.8% |
| 6M | -66.0% | +39.2% | -105.1% | -59.9% |
| YTD | -71.4% | +12.5% | -83.9% | -67.3% |
| 1Y | -45.3% | +12.3% | -57.5% | -36.6% |
| All | -45.3% | +10.7% | -56.0% | -36.6% |
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