+8,241.0%
TMO vs PTC
+6,346.6%
+1,894.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.0% | +5.3% | +0.3% |
| 7D | -1.4% | -10.3% | +8.9% | +0.5% |
| 30D | +6.2% | +1.1% | +5.1% | +5.9% |
| 3M | +27.5% | +1.6% | +25.9% | +26.5% |
| 6M | +20.0% | -13.5% | +33.4% | +22.3% |
| YTD | +6.1% | -19.1% | +25.2% | +9.4% |
| 1Y | +25.8% | -33.9% | +59.7% | +34.2% |
| 3Y | +11.2% | -3.9% | +15.1% | +10.2% |
| 5Y | +9.6% | +6.0% | +3.5% | +6.1% |
| 10Y | +317.8% | +223.7% | +94.0% | +227.4% |
| All | +8,241.0% | +6,346.6% | +1,894.3% | +2,899.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling