+37.6%
PTC vs TW
+211.2%
-173.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.3% |
| 7D | -13.6% | -0.5% | -13.1% | -13.4% |
| 30D | -14.7% | -0.6% | -14.1% | -14.5% |
| 3M | -5.9% | +3.4% | -9.3% | -7.5% |
| 6M | -21.1% | -18.4% | -2.7% | -15.8% |
| YTD | -26.0% | -3.9% | -22.1% | -25.7% |
| 1Y | -36.8% | -13.3% | -23.5% | -34.3% |
| 3Y | -10.3% | +20.8% | -31.1% | -20.1% |
| 5Y | +1.2% | +20.3% | -19.1% | -12.0% |
| All | +37.6% | +211.2% | -173.7% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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