+20.5%
TMUS vs PTC
+31.6%
-11.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | +9.5% | +1.3% | +8.2% | +9.4% |
| 30D | +13.8% | +1.1% | +12.7% | +13.7% |
| 3M | -4.6% | +30.1% | -34.7% | -6.2% |
| 6M | -11.7% | +34.0% | -45.7% | -13.9% |
| YTD | -15.4% | +12.8% | -28.2% | -16.8% |
| 1Y | -16.1% | +10.7% | -26.9% | -17.5% |
| 3Y | +20.5% | +29.6% | -9.2% | +13.4% |
| All | +20.5% | +31.6% | -11.2% | +13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling