+131.2%
TLT vs PTC
+1,679.4%
-1,548.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.0% | +6.2% | -0.2% |
| 7D | -0.4% | -10.3% | +9.8% | -1.1% |
| 30D | -0.6% | +1.1% | -1.7% | -0.4% |
| 3M | -2.7% | +1.6% | -4.3% | -2.4% |
| 6M | -5.6% | -13.5% | +7.8% | -6.3% |
| YTD | -2.8% | -19.1% | +16.3% | -3.8% |
| 1Y | -1.4% | -33.9% | +32.4% | -3.8% |
| 3Y | -1.6% | -3.9% | +2.3% | -1.0% |
| 5Y | -33.8% | +6.0% | -39.9% | -32.5% |
| 10Y | -21.1% | +223.7% | -244.9% | -9.4% |
| All | +131.2% | +1,679.4% | -1,548.2% | +212.7% |
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 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