+13.5%
PTC vs TPG
+74.1%
-60.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.0% |
| 7D | -7.3% | -9.4% | +2.2% | -4.0% |
| 30D | -11.6% | -5.3% | -6.4% | -9.9% |
| 3M | +10.5% | +12.9% | -2.5% | +5.9% |
| 6M | -17.8% | +20.1% | -37.9% | -23.4% |
| YTD | -24.9% | -22.5% | -2.4% | -19.0% |
| 1Y | -36.8% | -19.7% | -17.1% | -33.0% |
| 3Y | -8.7% | +81.2% | -89.9% | -31.4% |
| All | +13.5% | +74.1% | -60.6% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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