+146.0%
TT vs PTC
+6.0%
+140.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.0% | +6.9% | +2.4% |
| 7D | 0.0% | -10.3% | +10.3% | +2.7% |
| 30D | -7.2% | +1.1% | -8.3% | -7.8% |
| 3M | -3.0% | +1.6% | -4.6% | -4.3% |
| 6M | +1.4% | -13.5% | +14.8% | +4.8% |
| YTD | +15.9% | -19.1% | +34.9% | +22.1% |
| 1Y | +9.4% | -33.9% | +43.3% | +24.2% |
| 3Y | +124.4% | -3.9% | +128.3% | +114.0% |
| All | +146.0% | +6.0% | +140.0% | +113.7% |
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