+1,598.5%
TSM vs PTC
+315.4%
+1,283.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | -2.1% | +1.3% | -3.3% | -2.5% |
| 30D | -12.5% | +1.1% | -13.6% | -12.9% |
| 3M | -5.0% | +30.1% | -35.1% | -16.1% |
| 6M | -3.2% | +34.0% | -37.2% | -16.9% |
| YTD | +31.5% | +12.8% | +18.7% | +20.7% |
| 1Y | +35.7% | +10.7% | +25.0% | +25.5% |
| 3Y | +323.5% | +29.6% | +293.8% | +257.9% |
| 5Y | +263.4% | +63.5% | +199.8% | +173.4% |
| 10Y | +1,598.5% | +316.7% | +1,281.8% | +776.1% |
| All | +1,598.5% | +315.4% | +1,283.1% | +776.1% |
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