+1,123.1%
PTC vs TMF
-68.9%
+1,191.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.4% | -6.4% | -6.0% |
| 7D | -10.3% | -1.4% | -8.8% | -10.4% |
| 30D | +1.1% | -2.8% | +4.0% | +0.8% |
| 3M | +1.6% | -10.9% | +12.5% | +0.1% |
| 6M | -13.5% | -21.3% | +7.8% | -16.1% |
| YTD | -19.1% | -15.9% | -3.2% | -20.7% |
| 1Y | -33.9% | -15.7% | -18.1% | -35.1% |
| 3Y | -3.9% | -43.4% | +39.5% | -9.4% |
| 5Y | +6.0% | -87.8% | +93.8% | -22.8% |
| 10Y | +223.7% | -86.7% | +310.5% | +164.4% |
| All | +1,123.1% | -68.9% | +1,191.9% | +1,488.2% |
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