+116.6%
TYL vs PTC
+224.0%
-107.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.0% | +2.0% | -1.3% |
| 7D | -3.7% | -10.3% | +6.6% | +1.0% |
| 30D | +18.7% | +1.1% | +17.6% | +18.0% |
| 3M | +18.1% | +1.6% | +16.5% | +16.7% |
| 6M | -1.1% | -13.5% | +12.3% | +4.6% |
| YTD | -19.8% | -19.1% | -0.8% | -12.3% |
| 1Y | -34.3% | -33.9% | -0.4% | -22.1% |
| 3Y | -8.2% | -3.9% | -4.3% | -9.4% |
| 5Y | -25.4% | +6.0% | -31.5% | -30.4% |
| All | +116.6% | +224.0% | -107.4% | +38.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling