-80.8%
PATH vs TXG
-67.7%
-13.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.8% |
| 7D | +2.1% | -1.8% | +3.9% | +2.4% |
| 30D | +1.6% | -20.4% | +22.0% | +8.1% |
| 3M | -20.4% | +0.1% | -20.5% | -24.5% |
| 6M | +40.1% | +176.2% | -136.0% | -13.2% |
| YTD | -19.0% | +256.8% | -275.8% | -56.4% |
| 1Y | -5.8% | +255.9% | -261.7% | -49.7% |
| 3Y | -22.9% | +60.2% | -83.2% | -48.6% |
| 5Y | -75.3% | -65.1% | -10.2% | -70.7% |
| All | -80.8% | -67.7% | -13.1% | -76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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