-34.5%
TLT vs PTC
+60.7%
-95.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -3.1% | +0.5% | -3.6% | -3.1% |
| 30D | +1.0% | +1.2% | -0.2% | +1.0% |
| 3M | -2.7% | +27.4% | -30.1% | -3.3% |
| 6M | -4.1% | +39.2% | -43.3% | -5.0% |
| YTD | -5.4% | +12.5% | -17.9% | -5.5% |
| 1Y | -7.0% | +12.3% | -19.3% | -7.2% |
| 3Y | +2.8% | +28.8% | -26.0% | +1.5% |
| All | -34.5% | +60.7% | -95.2% | -36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling