-7.2%
PTC vs TXG
+31.6%
-38.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +4.7% | -10.2% | -6.0% |
| 7D | -12.8% | +9.4% | -22.2% | -13.7% |
| 30D | -9.8% | +26.1% | -35.9% | -12.2% |
| 3M | -2.1% | +124.8% | -126.9% | -11.6% |
| 6M | -18.1% | +215.2% | -233.3% | -29.7% |
| YTD | -23.5% | +302.2% | -325.7% | -36.8% |
| 1Y | -37.4% | +370.9% | -408.3% | -50.0% |
| 3Y | -7.2% | +38.5% | -45.7% | -20.7% |
| All | -7.2% | +31.6% | -38.9% | -20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling