+587.5%
TLN vs PTC
-5.2%
+592.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -1.3% |
| 7D | +5.8% | -13.6% | +19.4% | +8.2% |
| 30D | -6.9% | -14.7% | +7.8% | -4.6% |
| 3M | -10.9% | -5.9% | -5.0% | -10.3% |
| 6M | -4.6% | -21.1% | +16.5% | +1.3% |
| YTD | -14.7% | -26.0% | +11.3% | -7.6% |
| 1Y | -17.9% | -36.8% | +18.9% | -5.8% |
| 3Y | +483.9% | -10.3% | +494.1% | +480.7% |
| All | +587.5% | -5.2% | +592.7% | +587.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling