+344.9%
TRV vs PTC
+312.5%
+32.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +2.0% | +0.5% | +1.6% | +2.0% |
| 30D | +6.7% | +1.2% | +5.5% | +6.5% |
| 3M | +9.4% | +27.4% | -18.0% | +4.2% |
| 6M | +37.7% | +39.2% | -1.5% | +28.6% |
| YTD | +40.6% | +12.5% | +28.1% | +36.1% |
| 1Y | +42.4% | +12.3% | +30.2% | +37.9% |
| 3Y | +148.1% | +28.8% | +119.3% | +130.4% |
| 5Y | +181.7% | +60.9% | +120.8% | +145.9% |
| All | +344.9% | +312.5% | +32.5% | +219.4% |
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