-41.5%
TRI vs PTC
-37.0%
-4.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | -14.4% | -14.2% | -0.1% | -4.0% |
| 30D | -8.1% | -14.4% | +6.3% | +3.2% |
| 3M | +17.5% | -4.7% | +22.2% | +20.6% |
| 6M | -5.0% | -19.3% | +14.4% | +11.9% |
| YTD | -24.7% | -26.1% | +1.4% | -7.3% |
| 1Y | -41.5% | -37.1% | -4.4% | -23.2% |
| All | -41.5% | -37.0% | -4.5% | -23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling