+79.0%
TFC vs PTC
+317.3%
-238.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -1.2% | +0.5% | -1.7% | -1.3% |
| 30D | +7.8% | +0.9% | +6.9% | +7.5% |
| 3M | -3.0% | +30.4% | -33.3% | -12.5% |
| 6M | +5.8% | +34.4% | -28.6% | -6.5% |
| YTD | +5.3% | +12.6% | -7.3% | -1.5% |
| 1Y | +15.7% | +10.2% | +5.5% | +9.0% |
| 3Y | +94.8% | +29.4% | +65.4% | +69.7% |
| 5Y | 0.0% | +63.7% | -63.7% | -21.1% |
| 10Y | +79.0% | +316.9% | -237.9% | +0.6% |
| All | +79.0% | +317.3% | -238.3% | +0.6% |
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 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