-35.2%
TE vs PTC
-13.4%
-21.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.0% | +7.4% | -1.0% |
| 7D | -4.0% | -10.3% | +6.3% | -7.9% |
| 30D | -15.9% | +1.1% | -17.0% | -14.7% |
| 3M | -60.5% | +1.6% | -62.2% | -57.4% |
| 6M | -35.2% | -13.5% | -21.7% | -35.9% |
| All | -35.2% | -13.4% | -21.8% | -35.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling