+43.5%
TSM vs PTC
+10.6%
+32.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.3% |
| 7D | +4.4% | +0.5% | +4.0% | +4.5% |
| 30D | -7.0% | +0.9% | -7.9% | -7.0% |
| 3M | -1.8% | +30.4% | -32.2% | -1.5% |
| 6M | +2.7% | +34.4% | -31.7% | +6.8% |
| YTD | +37.1% | +12.6% | +24.5% | +46.9% |
| 1Y | +43.5% | +10.2% | +33.3% | +54.8% |
| All | +43.5% | +10.6% | +32.8% | +54.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling