+826.9%
TTMI vs PTC
-2.9%
+829.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -6.0% | +14.9% | +9.5% |
| 7D | +5.9% | -10.3% | +16.1% | +7.2% |
| 30D | -4.3% | +1.1% | -5.4% | -4.9% |
| 3M | -32.0% | +1.6% | -33.7% | -31.8% |
| 6M | +19.5% | -13.5% | +32.9% | +27.4% |
| YTD | +82.0% | -19.1% | +101.1% | +99.5% |
| 1Y | +172.6% | -33.9% | +206.5% | +232.0% |
| All | +826.9% | -2.9% | +829.8% | +694.1% |
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 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