+528.3%
TLN vs PTC
+32.2%
+496.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.2% | +6.8% | +7.1% |
| 7D | -1.3% | -0.2% | -1.1% | -1.3% |
| 30D | -10.5% | +0.8% | -11.2% | -10.6% |
| 3M | +0.1% | +32.1% | -32.0% | -4.2% |
| 6M | -17.4% | +42.6% | -60.0% | -22.2% |
| YTD | -9.7% | +12.0% | -21.6% | -7.7% |
| 1Y | -12.3% | +12.2% | -24.4% | -10.4% |
| 3Y | +528.3% | +31.2% | +497.1% | +453.1% |
| All | +528.3% | +32.2% | +496.1% | +453.1% |
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