+357.0%
TPR vs PTC
+313.0%
+44.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -1.1% | +0.8% | -2.0% | -1.5% |
| 30D | +15.1% | +1.2% | +13.9% | +14.5% |
| 3M | -13.4% | +32.6% | -46.0% | -26.2% |
| 6M | +1.4% | +36.1% | -34.7% | -16.1% |
| YTD | +4.8% | +12.7% | -7.9% | -5.9% |
| 1Y | +29.2% | +10.2% | +19.0% | +17.3% |
| 3Y | +403.7% | +29.4% | +374.2% | +306.6% |
| 5Y | +230.8% | +61.1% | +169.7% | +133.3% |
| All | +357.0% | +313.0% | +44.0% | +101.2% |
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