+88.9%
TEM vs PTC
+11.7%
+77.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.2% | +7.7% | +7.8% |
| 7D | +5.3% | -0.2% | +5.5% | +5.4% |
| 30D | +8.1% | +0.8% | +7.3% | +7.6% |
| 3M | +64.9% | +32.1% | +32.8% | +34.7% |
| 6M | +42.1% | +42.6% | -0.5% | +5.3% |
| YTD | +28.8% | +12.0% | +16.8% | +22.6% |
| 1Y | +5.5% | +12.2% | -6.7% | 0.0% |
| All | +88.9% | +11.7% | +77.2% | +75.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling