+330.4%
TSM vs PTEN
+2.7%
+327.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.5% | -2.1% |
| 7D | +6.2% | +10.6% | -4.4% | +4.5% |
| 30D | -7.3% | -4.9% | -2.3% | -6.8% |
| 3M | -7.1% | +1.4% | -8.6% | -7.8% |
| 6M | +0.2% | -7.0% | +7.3% | +0.3% |
| YTD | +32.2% | +84.8% | -52.5% | +11.9% |
| 1Y | +42.8% | +95.7% | -52.9% | +19.0% |
| 3Y | +330.4% | +2.0% | +328.4% | +285.4% |
| All | +330.4% | +2.7% | +327.7% | +285.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling