-12.5%
TLT vs PTC
+326.2%
-338.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | +0.1% |
| 7D | +0.3% | +0.8% | -0.5% | +0.3% |
| 30D | +5.1% | +0.7% | +4.4% | +5.1% |
| 3M | -0.2% | +32.6% | -32.8% | +0.5% |
| 6M | -2.9% | +33.6% | -36.5% | -2.1% |
| YTD | -2.7% | +12.4% | -15.1% | -2.3% |
| 1Y | -4.6% | +11.2% | -15.8% | -4.2% |
| 3Y | +6.1% | +31.7% | -25.6% | +7.3% |
| 5Y | -35.1% | +60.1% | -95.2% | -33.7% |
| 10Y | -12.5% | +317.2% | -329.7% | -3.4% |
| All | -12.5% | +326.2% | -338.7% | -3.4% |
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