+479.0%
TLN vs PTC
-3.9%
+482.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -6.0% | +9.8% | +4.8% |
| 7D | +7.1% | -10.3% | +17.3% | +9.0% |
| 30D | -3.9% | +1.1% | -5.0% | -4.4% |
| 3M | -16.2% | +1.6% | -17.8% | -16.4% |
| 6M | -5.8% | -13.5% | +7.7% | -1.3% |
| YTD | -15.4% | -19.1% | +3.6% | -9.5% |
| 1Y | -16.7% | -33.9% | +17.2% | -3.9% |
| All | +479.0% | -3.9% | +482.9% | +467.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling