+1,502.2%
TSM vs PTC
+326.2%
+1,176.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.4% |
| 7D | -2.5% | +0.8% | -3.3% | -2.8% |
| 30D | -14.3% | +0.7% | -15.0% | -14.5% |
| 3M | -7.2% | +32.6% | -39.8% | -18.7% |
| 6M | -5.1% | +33.6% | -38.7% | -18.4% |
| YTD | +28.9% | +12.4% | +16.5% | +18.4% |
| 1Y | +37.1% | +11.2% | +25.9% | +26.5% |
| 3Y | +341.5% | +31.7% | +309.8% | +270.6% |
| 5Y | +245.7% | +60.1% | +185.6% | +162.4% |
| 10Y | +1,502.2% | +317.2% | +1,185.1% | +728.2% |
| All | +1,502.2% | +326.2% | +1,176.1% | +728.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling