+67.6%
TEL vs PTC
-8.0%
+75.6%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.5% | +3.7% | -0.3% |
| 7D | -1.4% | -12.8% | +11.3% | +2.0% |
| 30D | -4.9% | -9.8% | +4.9% | -2.6% |
| 3M | +0.1% | -2.1% | +2.2% | -0.4% |
| 6M | +0.4% | -18.1% | +18.5% | +6.1% |
| YTD | -8.9% | -23.5% | +14.6% | -1.4% |
| 1Y | -0.3% | -37.4% | +37.0% | +16.8% |
| 3Y | +67.6% | -7.2% | +74.8% | +55.3% |
| All | +67.6% | -8.0% | +75.6% | +55.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling