-81.1%
PATH vs TXG
-67.7%
-13.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -14.0% | +10.3% | +1.3% |
| 7D | -5.6% | -28.8% | +23.2% | +5.4% |
| 30D | -0.7% | -28.0% | +27.3% | +9.7% |
| 3M | -5.9% | +22.3% | -28.2% | -17.3% |
| 6M | +21.6% | +163.8% | -142.2% | -23.2% |
| YTD | -20.6% | +256.0% | -276.6% | -57.1% |
| 1Y | -10.6% | +330.4% | -341.0% | -56.3% |
| 3Y | -24.9% | +46.2% | -71.1% | -47.3% |
| 5Y | -76.8% | -67.4% | -9.4% | -71.8% |
| All | -81.1% | -67.7% | -13.4% | -77.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling