+708.6%
TLN vs PTC
+44.1%
+664.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.6% | -2.7% |
| 7D | +11.0% | +0.5% | +10.6% | +11.0% |
| 30D | +4.9% | +1.2% | +3.7% | +4.7% |
| 3M | +4.9% | +27.4% | -22.5% | +1.1% |
| 6M | +7.1% | +39.2% | -32.1% | +1.8% |
| YTD | +0.3% | +12.5% | -12.2% | +1.9% |
| 1Y | +5.9% | +12.3% | -6.4% | +7.6% |
| 3Y | +578.5% | +28.8% | +549.6% | +537.9% |
| All | +708.6% | +44.1% | +664.5% | +659.0% |
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