+328.6%
TMO vs PTC
+205.0%
+123.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.6% |
| 7D | -0.6% | -7.3% | +6.6% | +1.6% |
| 30D | +1.1% | -11.6% | +12.8% | +4.8% |
| 3M | +28.3% | +10.5% | +17.9% | +23.5% |
| 6M | +23.3% | -17.8% | +41.1% | +29.5% |
| YTD | +5.5% | -24.9% | +30.4% | +13.8% |
| 1Y | +24.5% | -36.8% | +61.4% | +41.7% |
| 3Y | +19.6% | -8.7% | +28.3% | +17.9% |
| 5Y | +8.1% | +4.1% | +4.0% | +0.2% |
| All | +328.6% | +205.0% | +123.6% | +179.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling