+10.7%
PTC vs TMF
-25.6%
+36.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.2% | +0.2% |
| 7D | +1.3% | -1.1% | +2.3% | +1.2% |
| 30D | +1.1% | +11.8% | -10.7% | +1.5% |
| 3M | +30.1% | -4.0% | +34.2% | +31.2% |
| 6M | +34.0% | -16.5% | +50.6% | +34.9% |
| YTD | +12.8% | -19.9% | +32.7% | +13.8% |
| 1Y | +10.7% | -25.6% | +36.3% | +11.8% |
| All | +10.7% | -25.6% | +36.3% | +11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling