+42.1%
TEM vs PTC
+43.9%
-1.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.2% | +7.7% | +7.9% |
| 7D | +5.3% | -0.2% | +5.5% | +5.4% |
| 30D | +8.1% | +0.8% | +7.3% | +7.9% |
| 3M | +64.9% | +32.1% | +32.8% | +54.0% |
| 6M | +42.1% | +42.6% | -0.5% | +31.7% |
| All | +42.1% | +43.9% | -1.7% | +31.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling