+8,854.1%
PTC vs TXT
+2,244.6%
+6,609.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | -0.5% |
| 7D | +0.8% | -3.5% | +4.3% | +2.2% |
| 30D | +0.7% | +15.2% | -14.4% | -5.2% |
| 3M | +32.6% | -4.5% | +37.1% | +33.8% |
| 6M | +33.6% | -6.1% | +39.7% | +34.7% |
| YTD | +12.4% | -2.0% | +14.4% | +10.4% |
| 1Y | +11.2% | +4.2% | +7.0% | +6.5% |
| 3Y | +31.7% | +14.4% | +17.3% | +19.8% |
| 5Y | +60.1% | +12.3% | +47.7% | +45.5% |
| 10Y | +317.2% | +101.8% | +215.4% | +178.3% |
| All | +8,854.1% | +2,244.6% | +6,609.4% | +1,299.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling