+90.2%
TT vs PTC
+32.2%
+58.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.1% | +2.4% |
| 7D | -2.0% | -0.2% | -1.8% | -2.0% |
| 30D | -14.0% | +0.8% | -14.8% | -14.1% |
| 3M | -15.9% | +32.1% | -48.0% | -18.8% |
| 6M | -17.3% | +42.6% | -59.9% | -21.5% |
| YTD | +4.0% | +12.0% | -8.0% | +5.4% |
| 1Y | -7.1% | +12.2% | -19.3% | -5.9% |
| 3Y | +90.2% | +31.2% | +59.0% | +64.6% |
| All | +90.2% | +32.2% | +58.1% | +64.6% |
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