+76.3%
STT vs PTC
-38.1%
+114.4%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.5% | +4.3% | -1.0% |
| 7D | +2.2% | -12.8% | +15.0% | +2.8% |
| 30D | +3.9% | -9.8% | +13.7% | +4.3% |
| 3M | +19.2% | -2.1% | +21.2% | +19.3% |
| 6M | +60.4% | -18.1% | +78.5% | +67.5% |
| YTD | +51.5% | -23.5% | +75.0% | +61.4% |
| 1Y | +76.3% | -37.4% | +113.6% | +102.8% |
| All | +76.3% | -38.1% | +114.4% | +102.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded PTC 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling