+547.6%
THC vs PTC
+8,796.0%
-8,248.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | +5.9% | -0.1% | +6.0% | +5.9% |
| 30D | +10.8% | +0.8% | +10.0% | +10.7% |
| 3M | +9.4% | +39.6% | -30.1% | +2.1% |
| 6M | +53.3% | +41.5% | +11.8% | +42.1% |
| YTD | +44.2% | +11.7% | +32.4% | +38.7% |
| 1Y | +37.3% | +2.4% | +34.9% | +34.0% |
| 3Y | +421.6% | +31.9% | +389.7% | +383.3% |
| 5Y | +279.8% | +54.5% | +225.3% | +241.9% |
| 10Y | +1,513.9% | +342.1% | +1,171.8% | +1,143.3% |
| All | +547.6% | +8,796.0% | -8,248.4% | +139.9% |
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