+54.0%
FTI vs PTC
+10.7%
+43.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | +4.3% | +0.5% | +3.8% | +4.3% |
| 30D | -4.7% | +1.2% | -5.9% | -4.6% |
| 3M | -13.5% | +27.4% | -40.9% | -12.9% |
| 6M | -8.7% | +39.2% | -47.9% | -5.7% |
| YTD | +49.0% | +12.5% | +36.5% | +54.4% |
| 1Y | +54.0% | +12.3% | +41.7% | +59.6% |
| All | +54.0% | +10.7% | +43.3% | +59.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling