+10.2%
PTC vs TXT
+4.6%
+5.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.3% |
| 7D | +0.5% | -0.8% | +1.3% | +0.4% |
| 30D | +0.9% | +13.4% | -12.5% | +2.7% |
| 3M | +30.4% | -2.5% | +32.9% | +31.4% |
| 6M | +34.4% | -6.2% | +40.6% | +35.2% |
| YTD | +12.6% | -1.3% | +13.9% | +9.8% |
| 1Y | +10.2% | +4.3% | +5.9% | +4.6% |
| All | +10.2% | +4.6% | +5.6% | +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