+130.4%
TXN vs PTC
+29.2%
+101.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.1% |
| 7D | -0.5% | +0.5% | -1.0% | -0.6% |
| 30D | +10.5% | +0.9% | +9.6% | +10.4% |
| 3M | +10.7% | +30.4% | -19.7% | +6.6% |
| 6M | +5.1% | +34.4% | -29.3% | +1.0% |
| YTD | +82.5% | +12.6% | +69.9% | +87.2% |
| 1Y | +98.2% | +10.2% | +88.0% | +105.3% |
| All | +130.4% | +29.2% | +101.2% | +101.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling