+200.2%
PTC vs TKO
+989.7%
-789.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | -7.3% | +2.3% | -9.6% | -7.8% |
| 30D | -11.6% | -2.5% | -9.2% | -11.3% |
| 3M | +10.5% | -10.6% | +21.1% | +12.9% |
| 6M | -17.8% | -5.1% | -12.8% | -17.5% |
| YTD | -24.9% | -8.2% | -16.7% | -24.2% |
| 1Y | -36.8% | -4.4% | -32.4% | -36.9% |
| 3Y | -8.7% | +100.4% | -109.1% | -24.8% |
| 5Y | +4.1% | +294.3% | -290.2% | -29.2% |
| All | +200.2% | +989.7% | -789.5% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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