+98.6%
TFC vs PTC
+204.7%
-106.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.5% | +3.4% | -0.3% |
| 7D | +2.2% | -12.8% | +15.0% | +6.8% |
| 30D | -2.5% | -9.8% | +7.3% | +0.5% |
| 3M | +4.5% | -2.1% | +6.6% | +3.8% |
| 6M | +11.0% | -18.1% | +29.1% | +16.7% |
| YTD | +5.9% | -23.5% | +29.4% | +13.8% |
| 1Y | +14.6% | -37.4% | +51.9% | +32.2% |
| 3Y | +96.7% | -7.2% | +103.9% | +93.5% |
| 5Y | +15.6% | +2.7% | +12.9% | +7.6% |
| 10Y | +98.6% | +203.4% | -104.8% | +19.9% |
| All | +98.6% | +204.7% | -106.1% | +19.9% |
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