+3.3%
TLT vs PTC
+29.3%
-26.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.5% | -1.5% |
| 7D | -2.7% | +0.8% | -3.5% | -2.7% |
| 30D | +2.2% | +1.2% | +1.0% | +2.1% |
| 3M | -1.7% | +32.6% | -34.3% | -2.0% |
| 6M | -4.0% | +36.1% | -40.0% | -4.2% |
| YTD | -4.9% | +12.7% | -17.6% | -4.7% |
| 1Y | -7.4% | +10.2% | -17.5% | -7.1% |
| All | +3.3% | +29.3% | -26.0% | +4.8% |
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