+6,477.2%
TRV vs PTC
+6,346.6%
+130.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.0% | +4.7% | -0.5% |
| 7D | -0.1% | -10.3% | +10.1% | +1.3% |
| 30D | -3.4% | +1.1% | -4.6% | -3.7% |
| 3M | +26.4% | +1.6% | +24.8% | +25.6% |
| 6M | +19.3% | -13.5% | +32.8% | +20.9% |
| YTD | +28.3% | -19.1% | +47.4% | +31.1% |
| 1Y | +34.3% | -33.9% | +68.2% | +40.8% |
| 3Y | +140.1% | -3.9% | +144.0% | +137.4% |
| 5Y | +155.7% | +6.0% | +149.7% | +146.4% |
| 10Y | +285.5% | +223.7% | +61.8% | +211.0% |
| All | +6,477.2% | +6,346.6% | +130.6% | +2,750.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling