+139.2%
TT vs PTC
+62.1%
+77.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | +3.5% | +0.5% | +3.0% | +3.4% |
| 30D | -11.0% | +0.9% | -11.9% | -11.2% |
| 3M | -12.0% | +30.4% | -42.4% | -17.9% |
| 6M | -10.4% | +34.4% | -44.8% | -17.6% |
| YTD | +9.9% | +12.6% | -2.7% | +6.6% |
| 1Y | +1.5% | +10.2% | -8.7% | -0.8% |
| 3Y | +93.7% | +29.4% | +64.3% | +71.6% |
| 5Y | +139.2% | +63.7% | +75.5% | +88.4% |
| All | +139.2% | +62.1% | +77.1% | +88.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling