+41.5%
PTC vs TMF
-10.5%
+52.0%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.2% |
| 7D | -0.1% | +2.7% | -2.8% | +0.4% |
| 30D | +0.8% | +19.3% | -18.5% | +4.4% |
| 3M | +39.6% | -3.7% | +43.2% | +39.5% |
| 6M | +41.5% | -11.3% | +52.8% | +38.3% |
| All | +41.5% | -10.5% | +52.0% | +38.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling