+293.8%
TRV vs PTC
+200.2%
+93.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.6% |
| 7D | -1.5% | -14.2% | +12.8% | +1.2% |
| 30D | -1.8% | -14.4% | +12.6% | +0.8% |
| 3M | +21.6% | -4.7% | +26.3% | +21.8% |
| 6M | +22.5% | -19.3% | +41.8% | +26.3% |
| YTD | +28.1% | -26.1% | +54.3% | +34.1% |
| 1Y | +37.0% | -37.1% | +74.1% | +47.6% |
| 3Y | +141.9% | -10.4% | +152.3% | +139.9% |
| 5Y | +158.5% | +2.5% | +156.0% | +145.4% |
| All | +293.8% | +200.2% | +93.6% | +188.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling