+201.6%
TGT vs PTC
+312.5%
-110.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.4% |
| 7D | +2.6% | +0.5% | +2.2% | +2.5% |
| 30D | +4.7% | +1.2% | +3.5% | +4.4% |
| 3M | +4.6% | +27.4% | -22.8% | -2.1% |
| 6M | +34.9% | +39.2% | -4.3% | +22.7% |
| YTD | +70.9% | +12.5% | +58.4% | +63.3% |
| 1Y | +84.4% | +12.3% | +72.1% | +76.2% |
| 3Y | +69.1% | +28.8% | +40.3% | +53.3% |
| 5Y | -26.9% | +60.9% | -87.8% | -38.2% |
| All | +201.6% | +312.5% | -110.9% | +123.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling