+223.7%
PTC vs TMF
-86.8%
+310.4%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.4% | -6.4% | -6.0% |
| 7D | -10.3% | -1.4% | -8.8% | -10.3% |
| 30D | +1.1% | -2.8% | +4.0% | +1.0% |
| 3M | +1.6% | -10.9% | +12.5% | +1.2% |
| 6M | -13.5% | -21.3% | +7.8% | -14.2% |
| YTD | -19.1% | -15.9% | -3.2% | -19.5% |
| 1Y | -33.9% | -15.7% | -18.1% | -34.2% |
| 3Y | -3.9% | -43.4% | +39.5% | -5.8% |
| 5Y | +6.0% | -87.8% | +93.8% | -9.6% |
| All | +223.7% | -86.8% | +310.4% | +207.8% |
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