+326.1%
TPR vs PTC
+224.0%
+102.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.0% | +6.0% | +2.8% |
| 7D | -2.3% | -10.3% | +8.0% | +2.5% |
| 30D | -23.0% | +1.1% | -24.1% | -24.2% |
| 3M | -12.5% | +1.6% | -14.1% | -15.1% |
| 6M | -21.4% | -13.5% | -8.0% | -18.6% |
| YTD | -3.5% | -19.1% | +15.5% | +3.0% |
| 1Y | +17.4% | -33.9% | +51.2% | +39.1% |
| 3Y | +291.3% | -3.9% | +295.2% | +268.5% |
| 5Y | +241.9% | +6.0% | +235.9% | +198.8% |
| All | +326.1% | +224.0% | +102.1% | +110.7% |
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