+42.4%
TRV vs PTC
+10.7%
+31.7%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +6.7% |
| 3M | +9.4% | +27.4% | -18.0% | +8.9% |
| 6M | +37.7% | +39.2% | -1.5% | +36.0% |
| YTD | +40.6% | +12.5% | +28.1% | +42.0% |
| 1Y | +42.4% | +12.3% | +30.2% | +43.7% |
| All | +42.4% | +10.7% | +31.7% | +43.7% |
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