+17.3%
TFC vs PTC
+6.0%
+11.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.0% | +6.1% | +2.0% |
| 7D | +2.4% | -10.3% | +12.7% | +5.9% |
| 30D | -1.3% | +1.1% | -2.4% | -2.2% |
| 3M | +6.1% | +1.6% | +4.5% | +4.2% |
| 6M | +7.3% | -13.5% | +20.8% | +11.5% |
| YTD | +8.2% | -19.1% | +27.3% | +15.0% |
| 1Y | +14.4% | -33.9% | +48.3% | +31.5% |
| 3Y | +93.7% | -3.9% | +97.6% | +86.2% |
| All | +17.3% | +6.0% | +11.3% | +9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling