+224.7%
TRI vs PTC
+312.5%
-87.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.2% | +0.1% |
| 7D | -2.9% | +0.5% | -3.4% | -3.0% |
| 30D | +3.7% | +1.2% | +2.5% | +3.4% |
| 3M | +3.7% | +27.4% | -23.6% | -3.8% |
| 6M | +35.1% | +39.2% | -4.1% | +22.1% |
| YTD | -14.0% | +12.5% | -26.5% | -18.0% |
| 1Y | -19.0% | +12.3% | -31.2% | -22.7% |
| 3Y | -12.0% | +28.8% | -40.8% | -20.4% |
| 5Y | +0.6% | +60.9% | -60.2% | -15.1% |
| All | +224.7% | +312.5% | -87.7% | +114.4% |
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