-19.1%
TMUS vs PTC
+10.7%
-29.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +4.9% | +0.5% | +4.4% | +4.9% |
| 30D | +7.7% | +1.2% | +6.5% | +7.6% |
| 3M | -6.8% | +27.4% | -34.2% | -8.0% |
| 6M | -9.7% | +39.2% | -48.9% | -12.7% |
| YTD | -15.0% | +12.5% | -27.5% | -19.4% |
| 1Y | -19.1% | +12.3% | -31.4% | -23.5% |
| All | -19.1% | +10.7% | -29.9% | -23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling