+107.7%
T vs PTC
-3.9%
+111.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.0% | +4.1% | -2.0% |
| 7D | -1.3% | -10.3% | +9.0% | -1.3% |
| 30D | +11.4% | +1.1% | +10.2% | +11.4% |
| 3M | +14.3% | +1.6% | +12.7% | +14.3% |
| 6M | -9.3% | -13.5% | +4.2% | -9.5% |
| YTD | +7.1% | -19.1% | +26.2% | +6.9% |
| 1Y | -9.1% | -33.9% | +24.8% | -9.0% |
| All | +107.7% | -3.9% | +111.6% | +94.5% |
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