+278.4%
FTI vs PTC
-8.0%
+286.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.5% | +3.4% | -1.1% |
| 7D | -0.2% | -12.8% | +12.6% | +2.3% |
| 30D | +12.3% | -9.8% | +22.1% | +14.3% |
| 3M | +13.8% | -2.1% | +15.8% | +13.8% |
| 6M | +24.3% | -18.1% | +42.4% | +30.8% |
| YTD | +75.8% | -23.5% | +99.3% | +88.9% |
| 1Y | +99.6% | -37.4% | +137.0% | +131.6% |
| 3Y | +278.4% | -7.2% | +285.7% | +275.9% |
| All | +278.4% | -8.0% | +286.5% | +275.9% |
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