+8,817.5%
PTC vs TAP
+821.1%
+7,996.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.7% | +1.4% |
| 7D | -0.2% | +0.5% | -0.8% | -0.5% |
| 30D | +0.8% | +9.1% | -8.4% | -1.7% |
| 3M | +32.1% | -3.8% | +35.9% | +32.9% |
| 6M | +42.6% | -3.4% | +46.1% | +43.2% |
| YTD | +12.0% | -10.6% | +22.6% | +13.9% |
| 1Y | +12.2% | -4.4% | +16.6% | +12.0% |
| 3Y | +31.2% | -24.4% | +55.6% | +37.4% |
| 5Y | +54.9% | +2.1% | +52.8% | +47.9% |
| 10Y | +343.1% | -48.7% | +391.9% | +380.9% |
| All | +8,817.5% | +821.1% | +7,996.4% | +4,338.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling