+570.0%
TLN vs PTEN
+39.0%
+531.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | +2.0% | +2.8% | -0.8% | +1.5% |
| 30D | -12.9% | +17.6% | -30.5% | -15.2% |
| 3M | -7.4% | +8.2% | -15.6% | -9.2% |
| 6M | -6.0% | +38.1% | -44.1% | -13.0% |
| YTD | -16.9% | +117.3% | -134.2% | -30.6% |
| 1Y | -22.6% | +146.1% | -168.7% | -37.9% |
| 3Y | +469.0% | -3.0% | +472.1% | +401.1% |
| All | +570.0% | +39.0% | +531.0% | +484.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 PTEN 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