+379.1%
TPR vs PTC
+334.9%
+44.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.3% | -1.1% |
| 7D | +14.2% | -0.2% | +14.4% | +14.3% |
| 30D | +17.1% | +0.8% | +16.3% | +16.7% |
| 3M | -17.7% | +32.1% | -49.8% | -29.7% |
| 6M | -10.2% | +42.6% | -52.8% | -28.0% |
| YTD | +4.9% | +12.0% | -7.1% | -5.5% |
| 1Y | +36.1% | +12.2% | +24.0% | +22.4% |
| 3Y | +416.5% | +31.2% | +385.2% | +313.4% |
| 5Y | +254.8% | +54.9% | +199.9% | +154.9% |
| All | +379.1% | +334.9% | +44.2% | +110.0% |
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