+139.8%
TRV vs PTC
-8.0%
+147.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.5% | +4.5% | -0.3% |
| 7D | +0.5% | -12.8% | +13.3% | +2.1% |
| 30D | -4.9% | -9.8% | +4.9% | -3.8% |
| 3M | +23.7% | -2.1% | +25.8% | +23.5% |
| 6M | +20.3% | -18.1% | +38.4% | +23.2% |
| YTD | +27.1% | -23.5% | +50.6% | +31.5% |
| 1Y | +35.3% | -37.4% | +72.7% | +44.8% |
| 3Y | +139.8% | -7.2% | +147.0% | +136.3% |
| All | +139.8% | -8.0% | +147.8% | +136.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling