+2,700.2%
TFC vs PTC
+6,346.6%
-3,646.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.0% | +6.1% | +1.1% |
| 7D | +2.4% | -10.3% | +12.7% | +4.2% |
| 30D | -1.3% | +1.1% | -2.4% | -1.7% |
| 3M | +6.1% | +1.6% | +4.5% | +5.1% |
| 6M | +7.3% | -13.5% | +20.8% | +9.0% |
| YTD | +8.2% | -19.1% | +27.3% | +11.0% |
| 1Y | +14.4% | -33.9% | +48.3% | +21.3% |
| 3Y | +93.7% | -3.9% | +97.6% | +92.4% |
| 5Y | +16.4% | +6.0% | +10.4% | +12.9% |
| 10Y | +101.6% | +223.7% | -122.2% | +61.5% |
| All | +2,700.2% | +6,346.6% | -3,646.5% | +1,500.5% |
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 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