+376.4%
TTD vs PTEN
-16.6%
+393.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | -0.6% | +3.5% | -4.1% | -1.3% |
| 30D | +6.3% | +17.5% | -11.2% | +2.7% |
| 3M | -24.1% | +12.7% | -36.9% | -26.8% |
| 6M | -47.4% | +33.1% | -80.5% | -51.4% |
| YTD | -62.2% | +116.4% | -178.7% | -68.6% |
| 1Y | -68.3% | +141.2% | -209.5% | -74.4% |
| 3Y | -83.4% | -3.8% | -79.6% | -84.5% |
| 5Y | -80.3% | +92.7% | -173.0% | -84.7% |
| All | +376.4% | -16.6% | +393.0% | +222.5% |
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