+1,644.1%
THC vs PTC
+312.5%
+1,331.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | +1.0% | +0.5% | +0.5% | +0.7% |
| 30D | +5.3% | +1.2% | +4.1% | +4.8% |
| 3M | +7.1% | +27.4% | -20.3% | -7.1% |
| 6M | +46.0% | +39.2% | +6.8% | +19.3% |
| YTD | +43.9% | +12.5% | +31.4% | +29.3% |
| 1Y | +45.4% | +12.3% | +33.2% | +30.5% |
| 3Y | +421.3% | +28.8% | +392.5% | +310.2% |
| 5Y | +261.5% | +60.9% | +200.6% | +144.1% |
| All | +1,644.1% | +312.5% | +1,331.6% | +644.7% |
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