+2.5%
PTC vs TKO
+303.5%
-301.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | 0.0% |
| 7D | -14.2% | +0.1% | -14.3% | -14.3% |
| 30D | -14.4% | -2.6% | -11.8% | -14.1% |
| 3M | -4.7% | -7.8% | +3.1% | -3.6% |
| 6M | -19.3% | -7.0% | -12.3% | -18.6% |
| YTD | -26.1% | -8.5% | -17.6% | -25.4% |
| 1Y | -37.1% | -1.3% | -35.8% | -37.6% |
| 3Y | -10.4% | +105.0% | -115.3% | -24.5% |
| 5Y | +2.5% | +292.9% | -290.4% | -33.9% |
| All | +2.5% | +303.5% | -301.0% | -33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling