-78.0%
PATH vs TXG
-65.2%
-12.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.9% | -15.7% | -16.3% |
| 7D | -16.3% | +1.8% | -18.1% | -16.8% |
| 30D | +9.9% | +32.0% | -22.1% | -1.7% |
| 3M | +30.2% | +87.0% | -56.9% | -0.5% |
| 6M | +37.2% | +180.1% | -142.8% | -13.1% |
| YTD | -7.3% | +284.1% | -291.4% | -49.0% |
| 1Y | +40.0% | +361.7% | -321.7% | -31.1% |
| 3Y | -4.4% | +15.9% | -20.3% | -20.9% |
| 5Y | -76.0% | -66.2% | -9.9% | -70.0% |
| All | -78.0% | -65.2% | -12.8% | -72.9% |
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