+724.3%
TEL vs PTC
+904.8%
-180.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -0.4% | +0.5% | -0.9% | -0.6% |
| 30D | +1.0% | +0.9% | +0.1% | +0.6% |
| 3M | +0.7% | +30.4% | -29.7% | -13.4% |
| 6M | +7.3% | +34.4% | -27.1% | -10.5% |
| YTD | -2.5% | +12.6% | -15.1% | -12.8% |
| 1Y | -10.3% | +10.2% | -20.5% | -18.9% |
| 3Y | +81.1% | +29.4% | +51.8% | +47.8% |
| 5Y | +45.3% | +63.7% | -18.5% | +4.1% |
| 10Y | +290.3% | +316.9% | -26.6% | +58.0% |
| All | +724.3% | +904.8% | -180.6% | +51.7% |
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