+127.9%
TT vs PTC
+55.9%
+72.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.1% | +2.3% |
| 7D | -2.0% | -0.2% | -1.8% | -2.0% |
| 30D | -14.0% | +0.8% | -14.8% | -14.2% |
| 3M | -15.9% | +32.1% | -48.0% | -21.8% |
| 6M | -17.3% | +42.6% | -59.9% | -25.6% |
| YTD | +4.0% | +12.0% | -8.0% | +1.0% |
| 1Y | -7.1% | +12.2% | -19.3% | -9.9% |
| 3Y | +90.2% | +31.2% | +59.0% | +67.6% |
| All | +127.9% | +55.9% | +72.0% | +81.9% |
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