+50.5%
PTC vs TW
+221.1%
-170.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.8% | -6.9% | -6.3% |
| 7D | -10.3% | -2.3% | -7.9% | -9.5% |
| 30D | +1.1% | +3.9% | -2.8% | -0.3% |
| 3M | +1.6% | +5.7% | -4.1% | -1.0% |
| 6M | -13.5% | -14.5% | +1.1% | -9.2% |
| YTD | -19.1% | -0.9% | -18.2% | -19.6% |
| 1Y | -33.9% | -13.5% | -20.4% | -31.2% |
| 3Y | -3.9% | +25.0% | -28.9% | -15.5% |
| 5Y | +6.0% | +22.7% | -16.6% | -8.4% |
| All | +50.5% | +221.1% | -170.6% | -5.7% |
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