+135.6%
PTC vs TDY
+7,137.3%
-7,001.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.5% | -6.5% | -6.2% |
| 7D | -10.3% | -1.8% | -8.4% | -9.6% |
| 30D | +1.1% | -10.7% | +11.8% | +5.6% |
| 3M | +1.6% | -1.3% | +2.9% | +1.3% |
| 6M | -13.5% | -10.6% | -2.9% | -10.7% |
| YTD | -19.1% | +19.6% | -38.6% | -26.0% |
| 1Y | -33.9% | +11.6% | -45.5% | -38.0% |
| 3Y | -3.9% | +45.2% | -49.1% | -19.5% |
| 5Y | +6.0% | +36.1% | -30.0% | -9.3% |
| 10Y | +223.7% | +458.8% | -235.1% | +55.5% |
| All | +135.6% | +7,137.3% | -7,001.7% | -43.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling