+131.3%
TLT vs PTC
+2,361.5%
-2,230.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | 0.0% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | +6.2% | +0.8% | +5.4% | +6.2% |
| 3M | +0.1% | +32.1% | -32.1% | +2.2% |
| 6M | -3.0% | +42.6% | -45.6% | -0.2% |
| YTD | -2.7% | +12.0% | -14.7% | -1.5% |
| 1Y | -4.8% | +12.2% | -17.0% | -3.6% |
| 3Y | +6.9% | +31.2% | -24.3% | +10.1% |
| 5Y | -34.5% | +54.9% | -89.3% | -31.3% |
| 10Y | -17.3% | +343.1% | -360.4% | -2.8% |
| All | +131.3% | +2,361.5% | -2,230.1% | +220.4% |
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 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