+843.5%
TTMI vs PTC
+1.8%
+841.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -5.5% | +8.5% | +4.2% |
| 7D | +12.2% | -12.8% | +25.0% | +15.4% |
| 30D | -5.7% | -9.8% | +4.1% | -4.0% |
| 3M | -27.5% | -2.1% | -25.4% | -28.3% |
| 6M | +47.1% | -18.1% | +65.2% | +54.7% |
| YTD | +87.5% | -23.5% | +111.0% | +101.5% |
| 1Y | +175.2% | -37.4% | +212.6% | +223.0% |
| 3Y | +901.9% | -7.2% | +909.2% | +868.0% |
| 5Y | +843.5% | +2.7% | +840.8% | +722.5% |
| All | +843.5% | +1.8% | +841.6% | +722.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling