+14,178.8%
TT vs PTC
+8,817.5%
+5,361.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.1% |
| 3M | -15.9% | +32.1% | -48.0% | -21.0% |
| 6M | -17.3% | +42.6% | -59.9% | -24.1% |
| YTD | +4.0% | +12.0% | -8.0% | -0.7% |
| 1Y | -7.1% | +12.2% | -19.3% | -11.3% |
| 3Y | +90.2% | +31.2% | +59.0% | +75.2% |
| 5Y | +131.1% | +54.9% | +76.2% | +104.9% |
| 10Y | +777.7% | +343.1% | +434.6% | +527.1% |
| All | +14,178.8% | +8,817.5% | +5,361.3% | +3,846.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling