-37.4%
PTC vs TXT
-2.3%
-35.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.6% | -6.1% | -5.5% |
| 7D | -12.8% | -0.2% | -12.6% | -12.8% |
| 30D | -9.8% | -11.1% | +1.3% | -9.7% |
| 3M | -2.1% | -13.0% | +10.9% | -2.0% |
| 6M | -18.1% | -16.2% | -1.9% | -17.7% |
| YTD | -23.5% | -8.7% | -14.8% | -25.8% |
| 1Y | -37.4% | -3.8% | -33.6% | -41.1% |
| All | -37.4% | -2.3% | -35.1% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded TXT 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling