+96.6%
TFC vs PTC
-3.9%
+100.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.0% | +6.1% | +1.7% |
| 7D | +2.4% | -10.3% | +12.7% | +5.5% |
| 30D | -1.3% | +1.1% | -2.4% | -2.1% |
| 3M | +6.1% | +1.6% | +4.5% | +4.6% |
| 6M | +7.3% | -13.5% | +20.8% | +12.4% |
| YTD | +8.2% | -19.1% | +27.3% | +16.2% |
| 1Y | +14.4% | -33.9% | +48.3% | +34.1% |
| All | +96.6% | -3.9% | +100.5% | +63.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling