+495.0%
TLN vs PTEN
-1.7%
+496.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.9% | +0.8% | +2.4% |
| 7D | +10.9% | -1.0% | +11.9% | +11.1% |
| 30D | -6.3% | +29.3% | -35.6% | -10.5% |
| 3M | -10.7% | +7.2% | -17.9% | -12.4% |
| 6M | +1.6% | +43.5% | -41.9% | -7.4% |
| YTD | -13.1% | +113.2% | -126.3% | -28.5% |
| 1Y | -15.1% | +135.1% | -150.1% | -32.6% |
| 3Y | +495.0% | -4.8% | +499.9% | +419.7% |
| All | +495.0% | -1.7% | +496.7% | +419.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling