+19.6%
TMO vs PTEN
-3.7%
+23.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | -0.6% | +3.5% | -4.1% | -0.9% |
| 30D | +1.1% | +17.5% | -16.4% | -0.4% |
| 3M | +28.3% | +12.7% | +15.6% | +26.7% |
| 6M | +23.3% | +33.1% | -9.8% | +18.0% |
| YTD | +5.5% | +116.4% | -111.0% | -7.0% |
| 1Y | +24.5% | +141.2% | -116.6% | +7.3% |
| 3Y | +19.6% | -3.8% | +23.4% | +6.7% |
| All | +19.6% | -3.7% | +23.3% | +6.7% |
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