+180.7%
TYL vs PTC
+318.2%
-137.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +4.3% | +1.3% | +3.0% | +3.8% |
| 30D | +28.0% | +1.1% | +26.9% | +27.4% |
| 3M | +32.3% | +30.1% | +2.2% | +15.6% |
| 6M | +29.9% | +34.0% | -4.1% | +11.4% |
| YTD | -7.1% | +12.8% | -19.9% | -13.9% |
| 1Y | -9.2% | +10.7% | -20.0% | -15.2% |
| 3Y | +0.7% | +29.6% | -28.9% | -14.7% |
| 5Y | -21.1% | +63.5% | -84.6% | -39.6% |
| All | +180.7% | +318.2% | -137.5% | +44.1% |
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