+59.7%
TEM vs PTC
-23.7%
+83.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.5% | +5.0% | +3.8% |
| 7D | +3.2% | -12.8% | +16.0% | +14.6% |
| 30D | +23.5% | -9.8% | +33.3% | +34.1% |
| 3M | +32.3% | -2.1% | +34.4% | +31.9% |
| 6M | +23.0% | -18.1% | +41.1% | +45.4% |
| YTD | +8.9% | -23.5% | +32.4% | +37.7% |
| 1Y | -19.9% | -37.4% | +17.5% | +26.0% |
| All | +59.7% | -23.7% | +83.4% | +97.1% |
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