+6,170.5%
TGT vs PTC
+8,860.0%
-2,689.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.4% |
| 7D | +2.6% | +0.5% | +2.2% | +2.6% |
| 30D | +4.7% | +1.2% | +3.5% | +4.5% |
| 3M | +4.6% | +27.4% | -22.8% | -0.3% |
| 6M | +34.9% | +39.2% | -4.3% | +26.1% |
| YTD | +70.9% | +12.5% | +58.4% | +64.7% |
| 1Y | +84.4% | +12.3% | +72.1% | +77.8% |
| 3Y | +69.1% | +28.8% | +40.3% | +58.5% |
| 5Y | -26.9% | +60.9% | -87.8% | -34.1% |
| 10Y | +207.6% | +316.6% | -108.9% | +132.6% |
| All | +6,170.5% | +8,860.0% | -2,689.5% | +1,617.0% |
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