+15.6%
TMUS vs PTC
+32.2%
-16.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.6% | +0.9% |
| 7D | +3.6% | -0.2% | +3.8% | +3.6% |
| 30D | -3.4% | +0.8% | -4.1% | -3.4% |
| 3M | -9.5% | +32.1% | -41.6% | -11.2% |
| 6M | -15.2% | +42.6% | -57.8% | -17.5% |
| YTD | -18.9% | +12.0% | -30.9% | -20.3% |
| 1Y | -17.7% | +12.2% | -29.9% | -19.1% |
| 3Y | +15.6% | +31.2% | -15.6% | +8.0% |
| All | +15.6% | +32.2% | -16.5% | +8.0% |
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