-33.9%
PTC vs TXG
+372.5%
-406.3%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.9% | -5.1% | -6.0% |
| 7D | -10.3% | +1.8% | -12.1% | -10.4% |
| 30D | +1.1% | +32.0% | -30.9% | -0.4% |
| 3M | +1.6% | +87.0% | -85.4% | -2.8% |
| 6M | -13.5% | +180.1% | -193.5% | -20.0% |
| YTD | -19.1% | +284.1% | -303.2% | -27.7% |
| 1Y | -33.9% | +361.7% | -395.6% | -43.4% |
| All | -33.9% | +372.5% | -406.3% | -43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling