-11.8%
TDG vs PTC
-36.4%
+24.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +1.0% |
| 7D | -1.9% | -7.3% | +5.4% | -1.2% |
| 30D | -7.7% | -11.6% | +3.9% | -6.8% |
| 3M | -9.3% | +10.5% | -19.8% | -10.6% |
| 6M | -9.4% | -17.8% | +8.4% | -6.6% |
| YTD | -14.3% | -24.9% | +10.7% | -10.7% |
| 1Y | -11.8% | -36.8% | +25.0% | -4.2% |
| All | -11.8% | -36.4% | +24.6% | -4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling