+187.6%
TTMI vs PTC
+578.5%
-390.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.2% | +6.7% | +6.8% |
| 7D | -19.8% | -0.2% | -19.6% | -19.7% |
| 30D | -48.1% | +0.8% | -48.9% | -48.2% |
| 3M | -51.2% | +32.1% | -83.3% | -58.2% |
| 6M | -59.6% | +42.6% | -102.2% | -67.6% |
| YTD | -3.6% | +12.0% | -15.6% | -15.5% |
| 1Y | -2.3% | +12.2% | -14.5% | -14.2% |
| 3Y | +369.4% | +31.2% | +338.2% | +279.2% |
| 5Y | +365.4% | +54.9% | +310.5% | +240.1% |
| 10Y | +413.2% | +343.1% | +70.1% | +117.9% |
| All | +187.6% | +578.5% | -390.9% | -45.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling