+154.5%
TRV vs PTC
-0.9%
+155.5%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.7% |
| 7D | +0.2% | -13.6% | +13.8% | +2.0% |
| 30D | -2.3% | -14.7% | +12.3% | -0.5% |
| 3M | +22.7% | -5.9% | +28.6% | +23.1% |
| 6M | +21.9% | -21.1% | +43.1% | +25.2% |
| YTD | +27.5% | -26.0% | +53.5% | +31.9% |
| 1Y | +36.2% | -36.8% | +73.1% | +44.2% |
| 3Y | +140.6% | -10.3% | +150.9% | +139.1% |
| 5Y | +154.5% | +1.2% | +153.3% | +151.2% |
| All | +154.5% | -0.9% | +155.5% | +151.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling