+109.8%
PTC vs TW
+291.9%
-182.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.7% | -0.1% |
| 7D | +1.3% | +3.1% | -1.8% | +0.1% |
| 30D | +1.1% | +16.7% | -15.6% | -4.7% |
| 3M | +30.1% | +25.2% | +5.0% | +19.8% |
| 6M | +34.0% | +19.5% | +14.6% | +24.7% |
| YTD | +12.8% | +21.0% | -8.2% | +4.1% |
| 1Y | +10.7% | +19.0% | -8.2% | +2.7% |
| 3Y | +29.6% | +40.7% | -11.1% | +9.5% |
| 5Y | +63.5% | +40.1% | +23.4% | +34.6% |
| All | +109.8% | +291.9% | -182.2% | +22.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling