+186.2%
TRI vs PTC
+200.2%
-14.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -14.4% | -14.2% | -0.1% | -10.6% |
| 30D | -8.1% | -14.4% | +6.3% | -4.0% |
| 3M | +17.5% | -4.7% | +22.2% | +19.1% |
| 6M | -5.0% | -19.3% | +14.4% | +0.4% |
| YTD | -24.7% | -26.1% | +1.4% | -18.7% |
| 1Y | -41.5% | -37.1% | -4.4% | -34.6% |
| 3Y | -20.3% | -10.4% | -10.0% | -19.5% |
| 5Y | -10.9% | +2.5% | -13.4% | -14.4% |
| All | +186.2% | +200.2% | -14.0% | +109.4% |
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