+330.1%
PTC vs TMF
-84.4%
+414.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -0.2% | +1.2% | -1.4% | -0.2% |
| 30D | +0.8% | +19.7% | -19.0% | +1.5% |
| 3M | +32.1% | -2.1% | +34.2% | +32.1% |
| 6M | +42.6% | -13.4% | +56.1% | +42.0% |
| YTD | +12.0% | -16.7% | +28.7% | +11.4% |
| 1Y | +12.2% | -23.3% | +35.5% | +11.2% |
| 3Y | +31.2% | -24.8% | +56.0% | +31.0% |
| 5Y | +54.9% | -88.0% | +142.9% | +31.3% |
| All | +330.1% | -84.4% | +414.5% | +309.3% |
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