-77.0%
PATH vs TXG
-66.4%
-10.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.8% |
| 7D | -5.3% | -15.4% | +10.1% | -0.1% |
| 30D | -0.5% | -22.1% | +21.6% | +6.8% |
| 3M | -7.1% | +30.0% | -37.1% | -20.2% |
| 6M | +23.8% | +160.7% | -136.9% | -21.4% |
| YTD | -20.7% | +263.5% | -284.1% | -57.5% |
| 1Y | -8.1% | +356.0% | -364.1% | -56.3% |
| 3Y | -21.8% | +53.4% | -75.2% | -45.9% |
| All | -77.0% | -66.4% | -10.6% | -71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling