+396.5%
TTMI vs PTC
+312.5%
+84.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.8% |
| 7D | +11.4% | +0.5% | +10.9% | +11.2% |
| 30D | -28.3% | +1.2% | -29.5% | -28.5% |
| 3M | -46.7% | +27.4% | -74.0% | -51.9% |
| 6M | -56.1% | +39.2% | -95.3% | -62.6% |
| YTD | +7.4% | +12.5% | -5.1% | -1.4% |
| 1Y | +17.4% | +12.3% | +5.1% | +8.1% |
| 3Y | +429.1% | +28.8% | +400.3% | +348.3% |
| 5Y | +418.8% | +60.9% | +357.9% | +287.0% |
| All | +396.5% | +312.5% | +84.1% | +103.9% |
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