+1,779.8%
TSM vs PTEN
-15.6%
+1,795.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | +1.0% | +3.5% | -2.5% | +0.5% |
| 30D | +1.0% | +17.5% | -16.6% | -1.3% |
| 3M | +2.9% | +12.7% | -9.8% | +0.7% |
| 6M | +22.8% | +33.1% | -10.3% | +16.3% |
| YTD | +43.3% | +116.4% | -73.1% | +26.2% |
| 1Y | +69.2% | +141.2% | -72.0% | +46.1% |
| 3Y | +404.5% | -3.8% | +408.3% | +381.1% |
| 5Y | +282.2% | +92.7% | +189.5% | +220.0% |
| All | +1,779.8% | -15.6% | +1,795.4% | +1,333.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 10y: compounded portfolio wealth divided by compounded PTEN 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…
10y analysis · Full analysis span regression · 6 months rolling