+683.8%
TEL vs PTC
+622.4%
+61.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.0% | +5.7% | +2.3% |
| 7D | +3.0% | -10.3% | +13.2% | +7.9% |
| 30D | -3.9% | +1.1% | -5.1% | -5.0% |
| 3M | -5.1% | +1.6% | -6.7% | -7.5% |
| 6M | +0.6% | -13.5% | +14.1% | +4.6% |
| YTD | -7.3% | -19.1% | +11.8% | -1.2% |
| 1Y | +1.1% | -33.9% | +35.0% | +18.2% |
| 3Y | +63.7% | -3.9% | +67.6% | +56.6% |
| 5Y | +50.7% | +6.0% | +44.6% | +34.6% |
| 10Y | +290.2% | +223.7% | +66.4% | +80.6% |
| All | +683.8% | +622.4% | +61.4% | +72.0% |
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