-29.9%
TMF vs PTEN
-7.6%
-22.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.9% | -5.8% | -3.7% |
| 7D | -1.1% | -14.5% | +13.4% | -2.2% |
| 30D | +11.8% | -11.1% | +23.0% | +11.0% |
| 3M | -4.0% | -7.8% | +3.8% | -4.4% |
| 6M | -16.5% | -10.5% | -6.0% | -16.6% |
| YTD | -19.9% | +69.3% | -89.2% | -18.8% |
| 1Y | -25.6% | +70.5% | -96.1% | -24.5% |
| 3Y | -29.9% | -7.1% | -22.8% | -31.5% |
| All | -29.9% | -7.6% | -22.3% | -31.5% |
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