+1,900.5%
THC vs PTC
+315.4%
+1,585.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +8.8% | +1.3% | +7.6% | +8.3% |
| 30D | +10.0% | +1.1% | +9.0% | +9.6% |
| 3M | +11.7% | +30.1% | -18.5% | -4.3% |
| 6M | +52.5% | +34.0% | +18.4% | +26.9% |
| YTD | +46.1% | +12.8% | +33.2% | +31.0% |
| 1Y | +49.1% | +10.7% | +38.4% | +34.7% |
| 3Y | +439.6% | +29.6% | +410.0% | +323.0% |
| 5Y | +263.2% | +63.5% | +199.6% | +142.7% |
| 10Y | +1,900.5% | +316.7% | +1,583.8% | +729.3% |
| All | +1,900.5% | +315.4% | +1,585.1% | +729.3% |
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