+13,634.3%
TSM vs PTC
+133.2%
+13,501.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -6.0% | +8.9% | +4.7% |
| 7D | +2.7% | -10.3% | +13.0% | +6.0% |
| 30D | +3.6% | +1.1% | +2.5% | +2.9% |
| 3M | -3.4% | +1.6% | -5.0% | -5.3% |
| 6M | +20.6% | -13.5% | +34.1% | +23.6% |
| YTD | +41.9% | -19.1% | +60.9% | +47.9% |
| 1Y | +84.4% | -33.9% | +118.2% | +104.3% |
| 3Y | +380.2% | -3.9% | +384.1% | +371.5% |
| 5Y | +275.3% | +6.0% | +269.3% | +254.4% |
| 10Y | +1,751.4% | +223.7% | +1,527.7% | +1,108.5% |
| All | +13,634.3% | +133.2% | +13,501.1% | +4,877.1% |
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 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