+59.6%
T vs PTC
+32.2%
+27.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | +1.0% | -0.2% | +1.3% | +1.0% |
| 30D | -10.6% | +0.8% | -11.4% | -10.6% |
| 3M | -7.7% | +32.1% | -39.8% | -7.6% |
| 6M | -13.3% | +42.6% | -55.9% | -13.0% |
| YTD | -8.8% | +12.0% | -20.7% | -8.9% |
| 1Y | -8.4% | +12.2% | -20.6% | -8.5% |
| 3Y | +59.6% | +31.2% | +28.4% | +53.0% |
| All | +59.6% | +32.2% | +27.5% | +53.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling