+200.2%
PTC vs TDY
+479.2%
-279.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.0% |
| 7D | -7.3% | -1.1% | -6.1% | -6.7% |
| 30D | -11.6% | -12.0% | +0.4% | -6.3% |
| 3M | +10.5% | -3.2% | +13.7% | +11.4% |
| 6M | -17.8% | -7.9% | -9.9% | -15.8% |
| YTD | -24.9% | +18.2% | -43.2% | -32.8% |
| 1Y | -36.8% | +6.7% | -43.5% | -40.5% |
| 3Y | -8.7% | +47.5% | -56.3% | -28.2% |
| 5Y | +4.1% | +39.5% | -35.4% | -16.8% |
| All | +200.2% | +479.2% | -279.1% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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