+178.3%
TRV vs PTC
+62.1%
+116.2%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.6% |
| 6M | +35.5% | +34.4% | +1.0% | +30.7% |
| YTD | +39.3% | +12.6% | +26.7% | +37.3% |
| 1Y | +41.8% | +10.2% | +31.6% | +40.2% |
| 3Y | +147.3% | +29.4% | +117.9% | +136.5% |
| 5Y | +178.3% | +63.7% | +114.6% | +154.5% |
| All | +178.3% | +62.1% | +116.2% | +154.5% |
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