+39.5%
TMUS vs PTC
-3.9%
+43.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.0% | +2.6% | -3.0% |
| 7D | +0.1% | -10.3% | +10.3% | +0.9% |
| 30D | +5.3% | +1.1% | +4.1% | +5.1% |
| 3M | +3.1% | +1.6% | +1.5% | +2.6% |
| 6M | -16.5% | -13.5% | -3.0% | -16.2% |
| YTD | -9.2% | -19.1% | +9.9% | -8.5% |
| 1Y | -26.5% | -33.9% | +7.4% | -24.9% |
| All | +39.5% | -3.9% | +43.3% | +29.6% |
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