+2,064.3%
PTC vs TCOM
+2,899.8%
-835.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.2% | +0.6% |
| 7D | +0.8% | +7.4% | -6.6% | -0.8% |
| 30D | +0.7% | +13.2% | -12.5% | -2.1% |
| 3M | +32.6% | -4.6% | +37.2% | +33.9% |
| 6M | +33.6% | -16.4% | +50.0% | +38.5% |
| YTD | +12.4% | -38.8% | +51.2% | +23.8% |
| 1Y | +11.2% | -37.3% | +48.5% | +21.8% |
| 3Y | +31.7% | +31.4% | +0.2% | +17.6% |
| 5Y | +60.1% | +45.5% | +14.5% | +30.4% |
| 10Y | +317.2% | +4.6% | +312.5% | +244.8% |
| All | +2,064.3% | +2,899.8% | -835.5% | +709.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling