+540.5%
THC vs PTC
+8,817.5%
-8,277.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | +3.7% | -0.2% | +3.9% | +3.7% |
| 30D | +9.0% | +0.8% | +8.3% | +8.9% |
| 3M | +10.4% | +32.1% | -21.7% | +4.0% |
| 6M | +45.7% | +42.6% | +3.0% | +34.9% |
| YTD | +42.6% | +12.0% | +30.6% | +37.2% |
| 1Y | +38.8% | +12.2% | +26.6% | +33.4% |
| 3Y | +418.8% | +31.2% | +387.6% | +381.2% |
| 5Y | +275.7% | +54.9% | +220.8% | +238.0% |
| 10Y | +1,496.2% | +343.1% | +1,153.1% | +1,129.2% |
| All | +540.5% | +8,817.5% | -8,277.0% | +137.2% |
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