-3.5%
PTC vs TXT
+1.6%
-5.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.4% | -5.7% | -5.9% |
| 7D | -10.3% | -4.8% | -5.5% | -9.0% |
| 30D | +1.1% | -10.6% | +11.8% | +4.5% |
| 3M | +1.6% | -13.2% | +14.8% | +5.4% |
| 6M | -13.5% | -20.3% | +6.9% | -7.6% |
| YTD | -19.1% | -9.3% | -9.8% | -18.7% |
| 1Y | -33.9% | -2.7% | -31.2% | -35.7% |
| All | -3.5% | +1.6% | -5.1% | -11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling