+237.8%
TMUS vs PTC
+312.5%
-74.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +4.9% | +0.5% | +4.4% | +4.8% |
| 30D | +7.7% | +1.2% | +6.5% | +7.4% |
| 3M | -6.8% | +27.4% | -34.2% | -12.9% |
| 6M | -9.7% | +39.2% | -48.9% | -17.8% |
| YTD | -15.0% | +12.5% | -27.5% | -18.9% |
| 1Y | -19.1% | +12.3% | -31.4% | -22.9% |
| 3Y | +21.4% | +28.8% | -7.4% | +8.2% |
| 5Y | +51.2% | +60.9% | -9.7% | +23.3% |
| All | +237.8% | +312.5% | -74.7% | +84.5% |
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