+439.6%
THC vs PTC
+31.6%
+408.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | +8.8% | +1.3% | +7.6% | +8.7% |
| 30D | +10.0% | +1.1% | +9.0% | +9.9% |
| 3M | +11.7% | +30.1% | -18.5% | +7.2% |
| 6M | +52.5% | +34.0% | +18.4% | +43.3% |
| YTD | +46.1% | +12.8% | +33.2% | +42.5% |
| 1Y | +49.1% | +10.7% | +38.4% | +46.1% |
| 3Y | +439.6% | +29.6% | +410.0% | +300.3% |
| All | +439.6% | +31.6% | +408.0% | +300.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling