+312.4%
PTC vs TCOM
+5.0%
+307.4%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | +0.8% | -1.4% | +2.2% | +1.1% |
| 30D | +1.2% | +11.5% | -10.3% | -1.3% |
| 3M | +32.6% | -5.2% | +37.8% | +34.0% |
| 6M | +36.1% | -16.9% | +53.0% | +41.1% |
| YTD | +12.7% | -39.9% | +52.6% | +24.1% |
| 1Y | +10.2% | -42.1% | +52.2% | +22.2% |
| 3Y | +29.4% | +28.0% | +1.4% | +15.5% |
| 5Y | +61.1% | +40.4% | +20.7% | +31.2% |
| All | +312.4% | +5.0% | +307.4% | +242.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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