+373.1%
TSM vs PTC
-3.9%
+376.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -6.0% | +8.9% | +4.6% |
| 7D | +2.7% | -10.3% | +13.0% | +5.9% |
| 30D | +3.6% | +1.1% | +2.5% | +2.8% |
| 3M | -3.4% | +1.6% | -5.0% | -4.3% |
| 6M | +20.6% | -13.5% | +34.1% | +27.9% |
| YTD | +41.9% | -19.1% | +60.9% | +54.9% |
| 1Y | +84.4% | -33.9% | +118.2% | +123.6% |
| All | +373.1% | -3.9% | +376.9% | +326.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling