-44.5%
TOST vs PTC
+62.9%
-107.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.5% |
| 7D | 0.0% | +0.5% | -0.4% | -0.3% |
| 30D | +16.2% | +1.2% | +15.0% | +15.2% |
| 3M | -1.5% | +27.4% | -28.9% | -21.4% |
| 6M | +55.3% | +39.2% | +16.1% | +12.3% |
| YTD | -2.3% | +12.5% | -14.8% | -14.0% |
| 1Y | -5.5% | +12.3% | -17.8% | -16.9% |
| 3Y | +151.1% | +28.8% | +122.3% | +76.3% |
| 5Y | -27.9% | +60.9% | -88.8% | -59.9% |
| All | -44.5% | +62.9% | -107.5% | -70.2% |
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