+13,847.2%
TT vs PTC
+8,796.0%
+5,051.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.3% |
| 7D | -9.0% | -0.1% | -8.9% | -9.0% |
| 30D | -17.6% | +0.8% | -18.5% | -17.7% |
| 3M | -18.7% | +39.6% | -58.2% | -24.5% |
| 6M | -17.4% | +41.5% | -58.9% | -24.1% |
| YTD | +1.5% | +11.7% | -10.2% | -3.0% |
| 1Y | -9.4% | +2.4% | -11.8% | -12.1% |
| 3Y | +85.1% | +31.9% | +53.1% | +70.3% |
| 5Y | +125.7% | +54.5% | +71.2% | +100.2% |
| 10Y | +757.3% | +342.1% | +415.3% | +512.8% |
| All | +13,847.2% | +8,796.0% | +5,051.2% | +3,756.7% |
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