-21.8%
PATH vs TXG
+70.4%
-92.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +9.7% | -9.9% | -2.4% |
| 7D | -2.7% | +5.5% | -8.2% | -4.2% |
| 30D | -3.7% | -19.3% | +15.6% | 0.0% |
| 3M | -13.8% | +25.0% | -38.8% | -20.9% |
| 6M | +20.3% | +201.2% | -180.9% | -13.4% |
| YTD | -20.8% | +298.8% | -319.6% | -48.2% |
| 1Y | -9.2% | +326.6% | -335.8% | -42.2% |
| 3Y | -21.8% | +78.3% | -100.1% | -37.0% |
| All | -21.8% | +70.4% | -92.1% | -37.0% |
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