+508.5%
TTD vs PTC
+312.5%
+196.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +21.3% | +0.5% | +20.8% | +20.9% |
| 30D | +28.7% | +1.2% | +27.5% | +27.6% |
| 3M | +7.7% | +27.4% | -19.7% | -16.0% |
| 6M | -23.5% | +39.2% | -62.7% | -45.5% |
| YTD | -58.7% | +12.5% | -71.2% | -65.1% |
| 1Y | -63.4% | +12.3% | -75.7% | -69.2% |
| 3Y | -75.3% | +28.8% | -104.1% | -82.5% |
| 5Y | -84.4% | +60.9% | -145.3% | -90.5% |
| All | +508.5% | +312.5% | +196.0% | +102.5% |
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