+234.7%
TMUS vs PTC
+326.2%
-91.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.4% | +3.7% | +4.0% |
| 7D | +5.3% | +0.8% | +4.5% | +5.2% |
| 30D | +13.5% | +0.7% | +12.8% | +13.4% |
| 3M | -4.2% | +32.6% | -36.8% | -11.3% |
| 6M | -11.9% | +33.6% | -45.5% | -19.0% |
| YTD | -15.6% | +12.4% | -28.0% | -19.4% |
| 1Y | -16.8% | +11.2% | -28.0% | -20.5% |
| 3Y | +20.8% | +31.7% | -10.9% | +6.9% |
| 5Y | +48.0% | +60.1% | -12.0% | +20.9% |
| 10Y | +234.7% | +317.2% | -82.5% | +82.4% |
| All | +234.7% | +326.2% | -91.4% | +82.4% |
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