+550.5%
TTD vs PTC
+326.2%
+224.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +0.4% | +15.1% | +15.2% |
| 7D | +19.0% | +0.8% | +18.2% | +18.3% |
| 30D | +23.6% | +0.7% | +22.9% | +22.9% |
| 3M | +8.2% | +32.6% | -24.4% | -18.3% |
| 6M | -35.3% | +33.6% | -68.9% | -52.3% |
| YTD | -60.7% | +12.4% | -73.1% | -66.8% |
| 1Y | -65.3% | +11.2% | -76.5% | -70.5% |
| 3Y | -80.6% | +31.7% | -112.2% | -86.5% |
| 5Y | -84.6% | +60.1% | -144.7% | -90.6% |
| 10Y | +550.5% | +317.2% | +233.4% | +116.2% |
| All | +550.5% | +326.2% | +224.4% | +116.2% |
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