+14.6%
TFC vs PTC
-38.1%
+52.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.5% | +3.4% | -1.8% |
| 7D | +2.2% | -12.8% | +15.0% | +2.9% |
| 30D | -2.5% | -9.8% | +7.3% | -2.0% |
| 3M | +4.5% | -2.1% | +6.6% | +4.3% |
| 6M | +11.0% | -18.1% | +29.1% | +15.4% |
| YTD | +5.9% | -23.5% | +29.4% | +12.6% |
| 1Y | +14.6% | -37.4% | +51.9% | +30.3% |
| All | +14.6% | -38.1% | +52.7% | +30.3% |
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