+312.4%
PTC vs TXT
+90.9%
+221.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.8% |
| 7D | +0.8% | -1.1% | +1.9% | +1.2% |
| 30D | +1.2% | +13.3% | -12.1% | -4.3% |
| 3M | +32.6% | -5.1% | +37.7% | +34.4% |
| 6M | +36.1% | -7.1% | +43.2% | +38.0% |
| YTD | +12.7% | -3.2% | +15.9% | +10.9% |
| 1Y | +10.2% | +2.3% | +7.8% | +5.7% |
| 3Y | +29.4% | +11.1% | +18.4% | +17.5% |
| 5Y | +61.1% | +10.0% | +51.1% | +44.5% |
| All | +312.4% | +90.9% | +221.5% | +206.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling