+1,458.2%
PTC vs TCOM
+2,694.8%
-1,236.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.9% | -5.1% | -5.8% |
| 7D | -10.3% | -9.5% | -0.7% | -8.3% |
| 30D | +1.1% | -10.7% | +11.9% | +3.6% |
| 3M | +1.6% | -14.6% | +16.2% | +5.0% |
| 6M | -13.5% | -19.3% | +5.9% | -9.7% |
| YTD | -19.1% | -42.9% | +23.9% | -9.4% |
| 1Y | -33.9% | -43.8% | +9.9% | -25.9% |
| 3Y | -3.9% | +2.1% | -6.0% | -9.3% |
| 5Y | +6.0% | +31.2% | -25.2% | -11.8% |
| 10Y | +223.7% | -13.9% | +237.7% | +179.1% |
| All | +1,458.2% | +2,694.8% | -1,236.5% | +491.9% |
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