+361.1%
TTD vs PTC
+196.7%
+164.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | +1.6% |
| 7D | -4.6% | -13.6% | +9.0% | +6.9% |
| 30D | +3.7% | -14.7% | +18.3% | +17.0% |
| 3M | -30.2% | -5.9% | -24.3% | -28.8% |
| 6M | -51.4% | -21.1% | -30.3% | -42.7% |
| YTD | -63.4% | -26.0% | -37.4% | -54.7% |
| 1Y | -73.5% | -36.8% | -36.7% | -63.0% |
| 3Y | -83.5% | -10.3% | -73.2% | -83.6% |
| 5Y | -80.9% | +1.2% | -82.1% | -82.4% |
| All | +361.1% | +196.7% | +164.4% | +142.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling