+320.5%
TMUS vs PTC
+653.3%
-332.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.0% | +2.6% | -1.3% |
| 7D | +0.1% | -10.3% | +10.3% | +3.9% |
| 30D | +5.3% | +1.1% | +4.1% | +4.6% |
| 3M | +3.1% | +1.6% | +1.5% | +1.5% |
| 6M | -16.5% | -13.5% | -3.0% | -13.3% |
| YTD | -9.2% | -19.1% | +9.9% | -4.0% |
| 1Y | -26.5% | -33.9% | +7.4% | -16.7% |
| 3Y | +39.0% | -3.9% | +42.9% | +32.0% |
| 5Y | +40.4% | +6.0% | +34.3% | +24.0% |
| 10Y | +303.7% | +223.7% | +80.0% | +96.2% |
| All | +320.5% | +653.3% | -332.8% | +15.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling