+59.9%
TXN vs PTC
-0.9%
+60.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.3% | +4.3% | +2.1% |
| 7D | +2.7% | -13.6% | +16.2% | +7.3% |
| 30D | -6.7% | -14.7% | +7.9% | -2.3% |
| 3M | -8.9% | -5.9% | -3.0% | -8.6% |
| 6M | +34.7% | -21.1% | +55.8% | +44.5% |
| YTD | +53.3% | -26.0% | +79.3% | +68.3% |
| 1Y | +45.0% | -36.8% | +81.9% | +71.5% |
| 3Y | +73.1% | -10.3% | +83.4% | +65.2% |
| 5Y | +59.9% | +1.2% | +58.7% | +39.8% |
| All | +59.9% | -0.9% | +60.9% | +39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling