+416.5%
TPR vs PTC
+32.2%
+384.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.3% | -1.1% |
| 7D | +14.2% | -0.2% | +14.4% | +14.2% |
| 30D | +17.1% | +0.8% | +16.3% | +16.9% |
| 3M | -17.7% | +32.1% | -49.8% | -22.1% |
| 6M | -10.2% | +42.6% | -52.8% | -17.9% |
| YTD | +4.9% | +12.0% | -7.1% | +5.5% |
| 1Y | +36.1% | +12.2% | +24.0% | +36.7% |
| 3Y | +416.5% | +31.2% | +385.2% | +304.7% |
| All | +416.5% | +32.2% | +384.3% | +304.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling