+227.9%
TPR vs PTC
+62.1%
+165.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | +6.4% | +0.5% | +5.9% | +6.2% |
| 30D | +13.8% | +0.9% | +12.9% | +13.4% |
| 3M | -16.6% | +30.4% | -47.0% | -25.6% |
| 6M | +0.7% | +34.4% | -33.8% | -12.3% |
| YTD | +5.3% | +12.6% | -7.3% | -0.6% |
| 1Y | +32.4% | +10.2% | +22.2% | +26.2% |
| 3Y | +406.4% | +29.4% | +377.0% | +315.4% |
| 5Y | +227.9% | +63.7% | +164.2% | +122.7% |
| All | +227.9% | +62.1% | +165.8% | +122.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling