+2,577.1%
TFC vs PTC
+8,817.5%
-6,240.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.2% | -1.0% |
| 7D | +1.2% | -0.2% | +1.4% | +1.2% |
| 30D | +8.3% | +0.8% | +7.6% | +8.2% |
| 3M | -5.2% | +32.1% | -37.3% | -10.4% |
| 6M | -0.8% | +42.6% | -43.4% | -8.0% |
| YTD | +3.4% | +12.0% | -8.5% | -0.4% |
| 1Y | +17.0% | +12.2% | +4.9% | +12.6% |
| 3Y | +86.2% | +31.2% | +54.9% | +73.9% |
| 5Y | -2.3% | +54.9% | -57.2% | -11.7% |
| 10Y | +93.9% | +343.1% | -249.2% | +46.2% |
| All | +2,577.1% | +8,817.5% | -6,240.4% | +1,336.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling