+356.2%
TPR vs PTC
+312.5%
+43.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | -0.1% |
| 7D | -0.3% | +0.5% | -0.8% | -0.5% |
| 30D | +15.1% | +1.2% | +13.9% | +14.5% |
| 3M | +3.5% | +27.4% | -23.8% | -9.7% |
| 6M | +0.4% | +39.2% | -38.7% | -17.7% |
| YTD | +4.6% | +12.5% | -7.9% | -6.0% |
| 1Y | +33.1% | +12.3% | +20.8% | +19.6% |
| 3Y | +396.0% | +28.8% | +367.2% | +301.3% |
| 5Y | +230.3% | +60.9% | +169.4% | +133.0% |
| All | +356.2% | +312.5% | +43.8% | +100.9% |
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