+1,737.6%
FTI vs PTC
+647.6%
+1,090.0%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +5.4% | +0.8% | +4.6% | +5.2% |
| 30D | -8.2% | +1.2% | -9.4% | -8.5% |
| 3M | -13.7% | +32.6% | -46.3% | -21.9% |
| 6M | -11.2% | +36.1% | -47.3% | -21.1% |
| YTD | +46.0% | +12.7% | +33.3% | +35.8% |
| 1Y | +51.8% | +10.2% | +41.6% | +42.0% |
| 3Y | +206.7% | +29.4% | +177.3% | +170.5% |
| 5Y | +862.0% | +61.1% | +800.9% | +683.5% |
| 10Y | +182.3% | +317.1% | -134.8% | +67.7% |
| All | +1,737.6% | +647.6% | +1,090.0% | +640.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling