+10.4%
PTC vs TXT
+4.2%
+6.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | +0.7% |
| 7D | +0.8% | -3.5% | +4.3% | +0.3% |
| 30D | +0.7% | +15.2% | -14.4% | +2.8% |
| 3M | +32.6% | -4.5% | +37.1% | +33.5% |
| 6M | +33.6% | -6.1% | +39.7% | +34.3% |
| YTD | +12.4% | -2.0% | +14.4% | +9.6% |
| All | +10.4% | +4.2% | +6.2% | +4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling