-40.6%
TOST vs PTC
+55.9%
-96.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.6% |
| 7D | +9.4% | -0.2% | +9.7% | +9.6% |
| 30D | +13.5% | +0.8% | +12.7% | +12.9% |
| 3M | -0.1% | +32.1% | -32.3% | -23.0% |
| 6M | +22.5% | +42.6% | -20.2% | -13.9% |
| YTD | -2.4% | +12.0% | -14.3% | -13.8% |
| 1Y | -4.7% | +12.2% | -16.9% | -16.1% |
| 3Y | +103.2% | +31.2% | +72.0% | +37.9% |
| All | -40.6% | +55.9% | -96.5% | -65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling