+84.7%
TFC vs PTC
+326.2%
-241.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | +0.3% | +0.8% | -0.5% | +0.1% |
| 30D | +9.2% | +0.7% | +8.4% | +8.9% |
| 3M | -2.9% | +32.6% | -35.5% | -12.9% |
| 6M | +3.5% | +33.6% | -30.1% | -8.4% |
| YTD | +5.4% | +12.4% | -7.0% | -1.4% |
| 1Y | +17.3% | +11.2% | +6.1% | +10.1% |
| 3Y | +96.7% | +31.7% | +65.0% | +70.3% |
| 5Y | -1.1% | +60.1% | -61.2% | -21.4% |
| 10Y | +84.7% | +317.2% | -232.5% | +4.0% |
| All | +84.7% | +326.2% | -241.4% | +4.0% |
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