-10.2%
PTC vs TW
+20.3%
-30.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | 0.0% |
| 7D | -14.2% | -2.7% | -11.5% | -13.6% |
| 30D | -14.4% | -1.7% | -12.7% | -14.0% |
| 3M | -4.7% | +1.6% | -6.3% | -5.4% |
| 6M | -19.3% | -17.7% | -1.6% | -15.5% |
| YTD | -26.1% | -4.3% | -21.8% | -25.7% |
| 1Y | -37.1% | -13.1% | -24.0% | -35.2% |
| All | -10.2% | +20.3% | -30.4% | -15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling