+299.4%
TEL vs PTC
+196.2%
+103.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | +1.1% |
| 7D | +1.2% | -13.6% | +14.8% | +6.9% |
| 30D | -4.1% | -14.7% | +10.5% | +1.5% |
| 3M | -2.6% | -5.9% | +3.3% | -1.9% |
| 6M | 0.0% | -21.1% | +21.1% | +7.5% |
| YTD | -9.1% | -26.0% | +17.0% | -0.1% |
| 1Y | -0.8% | -36.8% | +36.0% | +16.3% |
| 3Y | +67.4% | -10.3% | +77.6% | +64.9% |
| 5Y | +51.8% | +1.2% | +50.6% | +39.4% |
| 10Y | +299.4% | +198.3% | +101.1% | +123.7% |
| All | +299.4% | +196.2% | +103.3% | +123.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling