+537.0%
TDG vs PTC
+205.0%
+332.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.5% |
| 7D | -1.9% | -7.3% | +5.4% | +1.2% |
| 30D | -7.7% | -11.6% | +3.9% | -3.2% |
| 3M | -9.3% | +10.5% | -19.8% | -14.2% |
| 6M | -9.4% | -17.8% | +8.4% | -3.6% |
| YTD | -14.3% | -24.9% | +10.7% | -5.3% |
| 1Y | -11.8% | -36.8% | +25.0% | +4.9% |
| 3Y | +52.0% | -8.7% | +60.7% | +46.6% |
| 5Y | +128.8% | +4.1% | +124.7% | +101.8% |
| All | +537.0% | +205.0% | +332.0% | +216.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling