-45.4%
TOST vs PTC
+63.1%
-108.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -3.6% | +0.5% | -4.1% | -3.9% |
| 30D | +8.9% | +0.9% | +8.0% | +8.2% |
| 3M | -2.2% | +30.4% | -32.6% | -23.5% |
| 6M | +41.0% | +34.4% | +6.6% | +5.3% |
| YTD | -4.0% | +12.6% | -16.6% | -15.5% |
| 1Y | -9.6% | +10.2% | -19.8% | -19.0% |
| 3Y | +141.7% | +29.4% | +112.3% | +69.0% |
| 5Y | -29.5% | +63.7% | -93.2% | -61.1% |
| All | -45.4% | +63.1% | -108.5% | -70.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling