-43.8%
TOST vs PTC
+61.8%
-105.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.4% |
| 7D | +11.6% | -0.1% | +11.7% | +11.7% |
| 30D | +16.2% | +0.8% | +15.4% | +15.6% |
| 3M | +1.0% | +39.6% | -38.5% | -25.7% |
| 6M | +23.2% | +41.5% | -18.3% | -12.4% |
| YTD | -1.0% | +11.7% | -12.7% | -12.4% |
| 1Y | -9.9% | +2.4% | -12.3% | -14.0% |
| 3Y | +101.0% | +31.9% | +69.1% | +37.0% |
| 5Y | -40.4% | +54.5% | -94.9% | -66.3% |
| All | -43.8% | +61.8% | -105.5% | -69.6% |
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