-76.7%
TE vs PTC
+152.6%
-229.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -3.1% |
| 7D | -10.5% | +0.8% | -11.3% | -10.8% |
| 30D | -32.4% | +0.7% | -33.2% | -32.6% |
| 3M | -60.9% | +32.6% | -93.5% | -65.3% |
| 6M | -62.8% | +33.6% | -96.4% | -67.7% |
| YTD | -65.7% | +12.4% | -78.2% | -68.2% |
| 1Y | -39.9% | +11.2% | -51.1% | -43.9% |
| 3Y | +10.6% | +31.7% | -21.0% | -4.8% |
| 5Y | -79.7% | +60.1% | -139.7% | -83.8% |
| All | -76.7% | +152.6% | -229.3% | -81.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling