+312.4%
PTC vs TMF
-81.8%
+394.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.5% | -0.1% |
| 7D | +0.8% | -8.2% | +9.0% | +0.5% |
| 30D | +1.2% | +5.3% | -4.2% | +1.4% |
| 3M | +32.6% | -8.5% | +41.1% | +32.2% |
| 6M | +36.1% | -17.2% | +53.3% | +35.2% |
| YTD | +12.7% | -23.4% | +36.1% | +11.7% |
| 1Y | +10.2% | -30.2% | +40.4% | +8.8% |
| 3Y | +29.4% | -32.9% | +62.4% | +28.5% |
| 5Y | +61.1% | -88.5% | +149.6% | +36.7% |
| All | +312.4% | -81.8% | +394.2% | +293.0% |
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