+172.6%
TTMI vs PTC
-33.3%
+205.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -6.0% | +14.9% | +6.4% |
| 7D | +5.9% | -10.3% | +16.1% | +1.7% |
| 30D | -4.3% | +1.1% | -5.4% | -3.6% |
| 3M | -32.0% | +1.6% | -33.7% | -27.1% |
| 6M | +19.5% | -13.5% | +32.9% | +33.9% |
| YTD | +82.0% | -19.1% | +101.1% | +116.2% |
| 1Y | +172.6% | -33.9% | +206.5% | +272.6% |
| All | +172.6% | -33.3% | +205.9% | +272.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling