+714.4%
TLN vs PTC
+44.2%
+670.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.1% | +4.9% |
| 7D | +15.9% | +0.5% | +15.4% | +15.8% |
| 30D | -0.3% | +0.9% | -1.2% | -0.4% |
| 3M | +5.8% | +30.4% | -24.6% | +1.5% |
| 6M | -1.2% | +34.4% | -35.6% | -5.1% |
| YTD | +1.0% | +12.6% | -11.6% | +2.6% |
| 1Y | +1.1% | +10.2% | -9.1% | +3.5% |
| 3Y | +591.7% | +29.4% | +562.3% | +550.0% |
| All | +714.4% | +44.2% | +670.2% | +664.4% |
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