+77.9%
TEM vs PTC
+12.3%
+65.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.1% | -5.5% | -5.6% |
| 7D | -5.9% | +0.5% | -6.3% | -6.1% |
| 30D | +4.8% | +1.2% | +3.6% | +4.0% |
| 3M | +31.9% | +27.4% | +4.5% | +11.0% |
| 6M | +56.0% | +39.2% | +16.8% | +20.1% |
| YTD | +21.3% | +12.5% | +8.7% | +15.1% |
| 1Y | +5.4% | +12.3% | -6.9% | 0.0% |
| All | +77.9% | +12.3% | +65.6% | +64.8% |
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