-4.5%
TT vs PTC
+0.1%
-4.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.2% | -1.6% |
| 7D | -8.5% | +0.1% | -8.6% | -8.5% |
| 30D | -12.8% | +1.5% | -14.3% | -12.7% |
| 3M | -12.9% | +37.8% | -50.6% | -10.3% |
| 6M | -15.2% | +41.2% | -56.5% | -11.9% |
| YTD | +6.2% | +12.0% | -5.8% | +8.3% |
| 1Y | -4.5% | +1.6% | -6.2% | -1.2% |
| All | -4.5% | +0.1% | -4.6% | -1.2% |
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 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