+52.8%
TMUS vs PTC
+62.1%
-9.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | +8.2% | +0.5% | +7.7% | +8.1% |
| 30D | +13.4% | +0.9% | +12.5% | +13.2% |
| 3M | -3.0% | +30.4% | -33.4% | -7.0% |
| 6M | -8.8% | +34.4% | -43.2% | -13.3% |
| YTD | -13.8% | +12.6% | -26.4% | -15.9% |
| 1Y | -17.1% | +10.2% | -27.3% | -18.8% |
| 3Y | +22.7% | +29.4% | -6.7% | +12.2% |
| 5Y | +52.8% | +63.7% | -10.9% | +26.5% |
| All | +52.8% | +62.1% | -9.3% | +26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling