+24.5%
TMO vs PTC
-36.4%
+61.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.8% |
| 7D | -0.6% | -7.3% | +6.6% | +0.8% |
| 30D | +1.1% | -11.6% | +12.8% | +3.4% |
| 3M | +28.3% | +10.5% | +17.9% | +25.3% |
| 6M | +23.3% | -17.8% | +41.1% | +28.1% |
| YTD | +5.5% | -24.9% | +30.4% | +12.3% |
| 1Y | +24.5% | -36.8% | +61.4% | +40.8% |
| All | +24.5% | -36.4% | +61.0% | +40.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling