+631.8%
TEAM vs PTC
+457.2%
+174.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +0.2% | -16.4% | -16.3% |
| 7D | -19.8% | -0.2% | -19.6% | -19.7% |
| 30D | -21.5% | +0.8% | -22.3% | -21.9% |
| 3M | +39.5% | +32.1% | +7.4% | +12.4% |
| 6M | +73.1% | +42.6% | +30.4% | +31.5% |
| YTD | -5.2% | +12.0% | -17.2% | -14.5% |
| 1Y | -1.6% | +12.2% | -13.7% | -11.4% |
| 3Y | -11.4% | +31.2% | -42.7% | -29.3% |
| 5Y | -65.1% | +54.9% | -120.0% | -74.4% |
| 10Y | +471.3% | +343.1% | +128.2% | +118.5% |
| All | +631.8% | +457.2% | +174.6% | +111.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling