-41.3%
TE vs PTC
+1.8%
-43.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -5.5% | +15.5% | +13.2% |
| 7D | +18.2% | -12.8% | +31.0% | +27.3% |
| 30D | -13.5% | -9.8% | -3.7% | -9.0% |
| 3M | -44.6% | -2.1% | -42.5% | -46.2% |
| 6M | -24.7% | -18.1% | -6.6% | -17.8% |
| YTD | -24.3% | -23.5% | -0.7% | -13.9% |
| 1Y | +155.6% | -37.4% | +192.9% | +242.9% |
| 3Y | -18.3% | -7.2% | -11.0% | -25.1% |
| 5Y | -41.3% | +2.7% | -44.0% | -53.3% |
| All | -41.3% | +1.8% | -43.1% | -53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling