+6,346.6%
PTC vs TAP
+825.0%
+5,521.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.7% |
| 3M | +1.6% | +6.6% | -5.0% | -0.2% |
| 6M | -13.5% | -11.5% | -2.0% | -11.1% |
| YTD | -19.1% | -10.3% | -8.8% | -17.4% |
| 1Y | -33.9% | -14.4% | -19.5% | -31.9% |
| 3Y | -3.9% | -28.3% | +24.4% | +2.3% |
| 5Y | +6.0% | +1.7% | +4.3% | +1.7% |
| 10Y | +223.7% | -49.2% | +273.0% | +253.2% |
| All | +6,346.6% | +825.0% | +5,521.6% | +3,116.4% |
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