+36.3%
TRV vs PTC
-36.4%
+72.8%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +2.0% |
| 7D | +1.9% | -7.3% | +9.2% | +2.2% |
| 30D | +1.7% | -11.6% | +13.3% | +2.2% |
| 3M | +23.9% | +10.5% | +13.4% | +22.8% |
| 6M | +26.3% | -17.8% | +44.1% | +26.8% |
| YTD | +30.8% | -24.9% | +55.7% | +32.2% |
| 1Y | +36.3% | -36.8% | +73.2% | +39.1% |
| All | +36.3% | -36.4% | +72.8% | +39.1% |
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