+568.1%
TRI vs PTC
+1,412.3%
-844.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -6.0% | +0.6% | -4.2% |
| 7D | -0.5% | -10.3% | +9.7% | +1.7% |
| 30D | +7.9% | +1.1% | +6.7% | +7.7% |
| 3M | +24.1% | +1.6% | +22.5% | +23.6% |
| 6M | +3.8% | -13.5% | +17.3% | +6.9% |
| YTD | -16.9% | -19.1% | +2.2% | -13.1% |
| 1Y | -38.4% | -33.9% | -4.5% | -33.2% |
| 3Y | -12.2% | -3.9% | -8.3% | -12.5% |
| 5Y | -1.8% | +6.0% | -7.8% | -5.3% |
| 10Y | +207.6% | +223.7% | -16.1% | +131.2% |
| All | +568.1% | +1,412.3% | -844.2% | +272.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling