+312.1%
PTC vs TMF
-81.0%
+393.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +0.5% | -3.4% | +3.8% | +0.4% |
| 30D | +0.9% | +11.5% | -10.6% | +1.4% |
| 3M | +30.4% | -4.5% | +34.9% | +30.2% |
| 6M | +34.4% | -15.0% | +49.4% | +33.7% |
| YTD | +12.6% | -19.9% | +32.4% | +11.8% |
| 1Y | +10.2% | -26.6% | +36.8% | +9.0% |
| 3Y | +29.4% | -29.8% | +59.2% | +28.7% |
| 5Y | +63.7% | -88.2% | +151.9% | +38.9% |
| All | +312.1% | -81.0% | +393.1% | +293.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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