+145.8%
TRV vs PTC
+29.2%
+116.6%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -2.4% | +0.5% | -2.9% | -2.4% |
| 30D | +7.5% | +0.9% | +6.6% | +7.4% |
| 3M | +6.7% | +30.4% | -23.7% | +4.1% |
| 6M | +35.5% | +34.4% | +1.0% | +31.4% |
| YTD | +39.3% | +12.6% | +26.7% | +38.7% |
| 1Y | +41.8% | +10.2% | +31.6% | +41.7% |
| All | +145.8% | +29.2% | +116.6% | +144.6% |
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