+420.9%
TTD vs PTEN
-28.8%
+449.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.8% | -1.5% | +0.8% |
| 7D | +21.3% | +10.6% | +10.7% | +19.0% |
| 30D | +28.7% | -4.9% | +33.7% | +29.0% |
| 3M | +7.7% | +1.4% | +6.2% | +6.2% |
| 6M | -23.5% | -7.0% | -16.4% | -24.1% |
| YTD | -58.7% | +84.8% | -143.5% | -64.9% |
| 1Y | -63.4% | +95.7% | -159.1% | -69.3% |
| 3Y | -75.3% | +2.0% | -77.3% | -77.2% |
| 5Y | -84.4% | +48.0% | -132.3% | -87.3% |
| 10Y | +516.1% | -38.3% | +554.5% | +354.4% |
| All | +420.9% | -28.8% | +449.7% | +260.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling