+184.1%
FTI vs PTC
+312.5%
-128.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | +4.3% | +0.5% | +3.8% | +4.2% |
| 30D | -4.7% | +1.2% | -5.9% | -5.0% |
| 3M | -13.5% | +27.4% | -40.9% | -21.7% |
| 6M | -8.7% | +39.2% | -47.9% | -20.9% |
| YTD | +49.0% | +12.5% | +36.5% | +38.4% |
| 1Y | +54.0% | +12.3% | +41.7% | +43.1% |
| 3Y | +211.6% | +28.8% | +182.8% | +167.4% |
| 5Y | +881.9% | +60.9% | +821.0% | +654.3% |
| All | +184.1% | +312.5% | -128.3% | +55.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling