+153.1%
TE vs PTC
-39.6%
+192.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.3% | +0.3% | -3.6% |
| 7D | +15.0% | -13.6% | +28.6% | +12.0% |
| 30D | -7.5% | -14.7% | +7.1% | -10.1% |
| 3M | -42.0% | -5.9% | -36.1% | -39.7% |
| 6M | -31.4% | -21.1% | -10.3% | -25.2% |
| YTD | -26.5% | -26.0% | -0.5% | -15.5% |
| 1Y | +153.1% | -36.8% | +189.9% | +252.2% |
| All | +153.1% | -39.6% | +192.7% | +252.2% |
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