+60.5%
TEM vs PTC
-19.2%
+79.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.0% | +6.0% | +4.8% |
| 7D | +0.9% | -10.3% | +11.2% | +9.8% |
| 30D | +38.4% | +1.1% | +37.2% | +37.3% |
| 3M | +23.7% | +1.6% | +22.0% | +20.5% |
| 6M | +26.0% | -13.5% | +39.5% | +42.9% |
| YTD | +9.4% | -19.1% | +28.5% | +32.6% |
| 1Y | -17.3% | -33.9% | +16.6% | +24.9% |
| All | +60.5% | -19.2% | +79.8% | +89.8% |
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 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