+205.0%
FTI vs PTC
+31.6%
+173.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.5% | +0.8% |
| 7D | -3.3% | +1.3% | -4.6% | -3.5% |
| 30D | -7.2% | +1.1% | -8.3% | -7.4% |
| 3M | -12.9% | +30.1% | -43.0% | -16.8% |
| 6M | -7.9% | +34.0% | -41.9% | -12.1% |
| YTD | +45.2% | +12.8% | +32.3% | +46.3% |
| 1Y | +48.1% | +10.7% | +37.3% | +50.3% |
| 3Y | +205.0% | +29.6% | +175.3% | +132.4% |
| All | +205.0% | +31.6% | +173.3% | +132.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling