-70.2%
TMF vs PTEN
+9.6%
-79.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.9% | -5.8% | -3.5% |
| 7D | -1.1% | -14.5% | +13.4% | -3.8% |
| 30D | +11.8% | -11.1% | +23.0% | +9.9% |
| 3M | -4.0% | -7.8% | +3.8% | -4.7% |
| 6M | -16.5% | -10.5% | -6.0% | -16.7% |
| YTD | -19.9% | +69.3% | -89.2% | -9.0% |
| 1Y | -25.6% | +70.5% | -96.1% | -15.1% |
| 3Y | -29.9% | -7.1% | -22.8% | -26.3% |
| 5Y | -88.2% | +29.1% | -117.4% | -85.5% |
| 10Y | -81.7% | -44.5% | -37.2% | -76.4% |
| All | -70.2% | +9.6% | -79.8% | -30.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling