+443.1%
TTMI vs PTC
+390.5%
+52.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -6.0% | +14.9% | +11.4% |
| 7D | +5.9% | -10.3% | +16.1% | +10.4% |
| 30D | -4.3% | +1.1% | -5.4% | -5.5% |
| 3M | -32.0% | +1.6% | -33.7% | -34.9% |
| 6M | +19.5% | -13.5% | +32.9% | +21.1% |
| YTD | +82.0% | -19.1% | +101.1% | +88.3% |
| 1Y | +172.6% | -33.9% | +206.5% | +208.5% |
| 3Y | +744.7% | -3.9% | +748.6% | +700.4% |
| 5Y | +805.6% | +6.0% | +799.5% | +695.4% |
| 10Y | +1,057.6% | +223.7% | +833.9% | +477.9% |
| All | +443.1% | +390.5% | +52.6% | +20.9% |
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