-19.3%
TYL vs PTC
+59.6%
-78.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | +15.1% | -0.1% | +15.2% | +15.2% |
| 30D | +30.1% | +0.8% | +29.2% | +29.5% |
| 3M | +40.4% | +39.6% | +0.8% | +13.8% |
| 6M | +31.3% | +41.5% | -10.2% | +4.7% |
| YTD | -5.2% | +11.7% | -16.9% | -12.6% |
| 1Y | -6.6% | +2.4% | -9.0% | -10.0% |
| 3Y | +3.4% | +31.9% | -28.5% | -20.9% |
| 5Y | -19.3% | +54.5% | -73.8% | -46.1% |
| All | -19.3% | +59.6% | -78.9% | -46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling