-59.2%
TTMI vs PTC
+34.7%
-93.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.2% | +6.7% | +6.9% |
| 7D | -19.8% | -0.2% | -19.6% | -19.9% |
| 30D | -48.1% | +0.8% | -48.9% | -48.0% |
| 3M | -51.2% | +32.1% | -83.3% | -47.6% |
| All | -59.2% | +34.7% | -93.9% | -49.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling