+381.6%
TTMI vs PTC
+30.0%
+351.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.2% | +6.7% | +6.9% |
| 7D | -19.8% | -0.2% | -19.6% | -19.8% |
| 30D | -48.1% | +0.8% | -48.9% | -48.1% |
| 3M | -51.2% | +32.1% | -83.3% | -52.1% |
| 6M | -59.6% | +42.6% | -102.2% | -60.6% |
| YTD | -3.6% | +12.0% | -15.6% | +3.5% |
| 1Y | -2.3% | +12.2% | -14.5% | +5.1% |
| All | +381.6% | +30.0% | +351.6% | +297.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling