+1,084.3%
TTMI vs PTC
+200.2%
+884.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | +6.0% | -14.2% | +20.3% | +11.7% |
| 30D | -6.4% | -14.4% | +8.0% | -1.6% |
| 3M | -28.9% | -4.7% | -24.2% | -29.9% |
| 6M | +26.9% | -19.3% | +46.2% | +32.9% |
| YTD | +77.3% | -26.1% | +103.4% | +91.6% |
| 1Y | +147.5% | -37.1% | +184.6% | +188.6% |
| 3Y | +847.6% | -10.4% | +858.0% | +819.1% |
| 5Y | +802.2% | +2.5% | +799.7% | +695.5% |
| All | +1,084.3% | +200.2% | +884.1% | +347.9% |
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