-21.8%
PATH vs TXG
+46.5%
-68.3%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -14.0% | +10.3% | -0.5% |
| 7D | -5.6% | -28.8% | +23.2% | +1.4% |
| 30D | -0.7% | -28.0% | +27.3% | +6.0% |
| 3M | -5.9% | +22.3% | -28.2% | -13.4% |
| 6M | +21.6% | +163.8% | -142.2% | -9.8% |
| YTD | -20.6% | +256.0% | -276.6% | -46.8% |
| 1Y | -10.6% | +330.4% | -341.0% | -43.9% |
| All | -21.8% | +46.5% | -68.3% | -32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling