+748.4%
TT vs PTC
+313.0%
+435.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | +8.1% | +0.8% | +7.2% | +7.8% |
| 30D | -11.3% | +1.2% | -12.5% | -11.6% |
| 3M | -11.2% | +32.6% | -43.8% | -19.3% |
| 6M | -8.9% | +36.1% | -45.0% | -18.8% |
| YTD | +9.7% | +12.7% | -2.9% | +3.1% |
| 1Y | +1.3% | +10.2% | -8.9% | -4.2% |
| 3Y | +93.4% | +29.4% | +63.9% | +69.5% |
| 5Y | +133.5% | +61.1% | +72.5% | +86.4% |
| All | +748.4% | +313.0% | +435.4% | +358.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling