+212.3%
TTMI vs PTC
+583.7%
-371.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.5% | -4.3% |
| 7D | -11.5% | +1.3% | -12.8% | -12.0% |
| 30D | -40.3% | +1.1% | -41.4% | -40.5% |
| 3M | -44.5% | +30.1% | -74.6% | -52.0% |
| 6M | -54.1% | +34.0% | -88.1% | -62.0% |
| YTD | +4.7% | +12.8% | -8.1% | -8.5% |
| 1Y | +3.3% | +10.7% | -7.4% | -8.6% |
| 3Y | +407.2% | +29.6% | +377.6% | +312.0% |
| 5Y | +406.5% | +63.5% | +343.0% | +261.7% |
| 10Y | +420.4% | +316.7% | +103.7% | +127.0% |
| All | +212.3% | +583.7% | -371.3% | -41.2% |
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