+400.7%
TXN vs PTC
+200.2%
+200.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -0.9% | -1.0% |
| 7D | +2.0% | -14.2% | +16.2% | +7.7% |
| 30D | -8.0% | -14.4% | +6.5% | -2.9% |
| 3M | -7.8% | -4.7% | -3.0% | -8.1% |
| 6M | +32.4% | -19.3% | +51.7% | +40.1% |
| YTD | +51.7% | -26.1% | +77.8% | +65.5% |
| 1Y | +44.3% | -37.1% | +81.4% | +68.6% |
| 3Y | +71.3% | -10.4% | +81.7% | +67.3% |
| 5Y | +56.4% | +2.5% | +53.9% | +41.4% |
| All | +400.7% | +200.2% | +200.5% | +191.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling