+99.7%
TXN vs PTC
+0.1%
+99.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.3% |
| 7D | +1.0% | +0.1% | +0.9% | +1.0% |
| 30D | +6.1% | +1.5% | +4.6% | +6.3% |
| 3M | +10.4% | +37.8% | -27.4% | +15.5% |
| 6M | +12.6% | +41.2% | -28.7% | +20.3% |
| YTD | +83.5% | +12.0% | +71.4% | +99.3% |
| 1Y | +99.7% | +1.6% | +98.1% | +122.6% |
| All | +99.7% | +0.1% | +99.6% | +122.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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