+1,587.8%
PTC vs TMF
-69.1%
+1,656.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.2% |
| 7D | -0.1% | +2.7% | -2.8% | +0.3% |
| 30D | +0.8% | +19.3% | -18.5% | +3.4% |
| 3M | +39.6% | -3.7% | +43.2% | +39.1% |
| 6M | +41.5% | -11.3% | +52.8% | +39.6% |
| YTD | +11.7% | -16.6% | +28.3% | +9.4% |
| 1Y | +2.4% | -21.1% | +23.6% | -0.4% |
| 3Y | +31.9% | -26.8% | +58.7% | +29.6% |
| 5Y | +54.5% | -88.0% | +142.5% | +11.7% |
| 10Y | +342.1% | -84.7% | +426.8% | +275.1% |
| All | +1,587.8% | -69.1% | +1,656.9% | +2,092.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling