-53.2%
TE vs PTC
+81.9%
-135.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.0% | +7.4% | +3.7% |
| 7D | -4.0% | -10.3% | +6.3% | +0.1% |
| 30D | -15.9% | +1.1% | -17.0% | -16.6% |
| 3M | -60.5% | +1.6% | -62.2% | -61.6% |
| 6M | -35.2% | -13.5% | -21.7% | -32.7% |
| YTD | -31.1% | -19.1% | -12.1% | -26.7% |
| 1Y | +148.6% | -33.9% | +182.5% | +192.5% |
| 3Y | -26.4% | -3.9% | -22.5% | -27.7% |
| 5Y | -48.0% | +6.0% | -54.1% | -52.4% |
| All | -53.2% | +81.9% | -135.0% | -57.7% |
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