+291.7%
TRV vs PTC
+200.6%
+91.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.9% |
| 7D | +0.2% | -13.6% | +13.8% | +2.7% |
| 30D | -2.3% | -14.7% | +12.3% | +0.3% |
| 3M | +22.7% | -5.9% | +28.6% | +23.2% |
| 6M | +21.9% | -21.1% | +43.1% | +26.3% |
| YTD | +27.5% | -26.0% | +53.5% | +33.4% |
| 1Y | +36.2% | -36.8% | +73.1% | +46.7% |
| 3Y | +140.6% | -10.3% | +150.9% | +138.6% |
| 5Y | +154.5% | +1.2% | +153.3% | +142.3% |
| All | +291.7% | +200.6% | +91.1% | +187.0% |
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