+222.4%
PTC vs TAP
-50.2%
+272.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.2% | -5.9% | -6.0% |
| 7D | -10.3% | -2.3% | -7.9% | -9.8% |
| 30D | +1.1% | -2.1% | +3.3% | +1.6% |
| 3M | +1.6% | +6.6% | -5.0% | 0.0% |
| 6M | -13.5% | -11.5% | -2.0% | -11.3% |
| YTD | -19.1% | -10.3% | -8.8% | -17.7% |
| 1Y | -33.9% | -14.4% | -19.5% | -32.1% |
| 3Y | -3.9% | -28.3% | +24.4% | +1.8% |
| 5Y | +6.0% | +1.7% | +4.3% | +1.7% |
| All | +222.4% | -50.2% | +272.6% | +247.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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