-64.7%
TE vs PTC
+35.4%
-100.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +2.8% |
| 7D | -22.0% | +0.5% | -22.5% | -21.9% |
| 30D | -33.6% | +0.9% | -34.5% | -33.5% |
| 3M | -61.1% | +30.4% | -91.4% | -57.6% |
| 6M | -64.7% | +34.4% | -99.2% | -54.8% |
| All | -64.7% | +35.4% | -100.2% | -54.8% |
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