+93.9%
PTC vs TXG
+22.9%
+70.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.2% | +0.1% |
| 7D | -14.2% | +5.0% | -19.2% | -15.0% |
| 30D | -14.4% | +13.5% | -27.9% | -16.5% |
| 3M | -4.7% | +128.0% | -132.7% | -19.2% |
| 6M | -19.3% | +224.4% | -243.7% | -36.9% |
| YTD | -26.1% | +307.0% | -333.1% | -45.2% |
| 1Y | -37.1% | +427.2% | -464.3% | -56.4% |
| 3Y | -10.4% | +40.2% | -50.5% | -24.1% |
| 5Y | +2.5% | -64.0% | +66.5% | +8.7% |
| All | +93.9% | +22.9% | +70.9% | +49.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling