+9,422.9%
TMO vs PTC
+8,860.0%
+562.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +0.8% | +0.5% | +0.3% | +0.7% |
| 30D | +4.0% | +1.2% | +2.8% | +3.8% |
| 3M | +17.6% | +27.4% | -9.8% | +11.6% |
| 6M | +57.3% | +39.2% | +18.1% | +46.3% |
| YTD | +21.2% | +12.5% | +8.7% | +16.8% |
| 1Y | +21.1% | +12.3% | +8.8% | +16.8% |
| 3Y | +58.8% | +28.8% | +30.0% | +48.2% |
| 5Y | +11.8% | +60.9% | -49.1% | 0.0% |
| 10Y | +376.2% | +316.6% | +59.7% | +253.6% |
| All | +9,422.9% | +8,860.0% | +562.9% | +3,103.0% |
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