+11,954.4%
TSM vs PTC
+222.6%
+11,731.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.2% | +6.1% | +6.3% |
| 7D | -7.6% | -0.2% | -7.3% | -7.5% |
| 30D | -20.5% | +0.8% | -21.3% | -20.7% |
| 3M | -10.0% | +32.1% | -42.1% | -19.0% |
| 6M | -10.1% | +42.6% | -52.7% | -22.1% |
| YTD | +24.5% | +12.0% | +12.5% | +15.5% |
| 1Y | +31.2% | +12.2% | +19.0% | +21.5% |
| 3Y | +322.0% | +31.2% | +290.8% | +270.4% |
| 5Y | +245.3% | +54.9% | +190.4% | +186.2% |
| 10Y | +1,465.8% | +343.1% | +1,122.7% | +813.3% |
| All | +11,954.4% | +222.6% | +11,731.8% | +3,787.2% |
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 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