+147.5%
TTMI vs PTC
-37.0%
+184.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.6% |
| 7D | +6.0% | -14.2% | +20.3% | 0.0% |
| 30D | -6.4% | -14.4% | +8.0% | -11.5% |
| 3M | -28.9% | -4.7% | -24.2% | -26.3% |
| 6M | +26.9% | -19.3% | +46.2% | +36.6% |
| YTD | +77.3% | -26.1% | +103.4% | +104.3% |
| 1Y | +147.5% | -37.1% | +184.6% | +235.1% |
| All | +147.5% | -37.0% | +184.5% | +235.1% |
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