-81.2%
PATH vs TXT
+45.5%
-126.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +1.0% |
| 7D | -5.3% | -2.5% | -2.8% | -4.1% |
| 30D | -0.5% | +14.4% | -14.9% | -8.4% |
| 3M | -7.1% | -4.9% | -2.2% | -5.5% |
| 6M | +23.8% | -10.2% | +34.0% | +28.4% |
| YTD | -20.7% | -4.1% | -16.6% | -23.4% |
| 1Y | -8.1% | +4.0% | -12.0% | -16.3% |
| 3Y | -21.8% | +8.0% | -29.8% | -33.3% |
| 5Y | -76.8% | +8.4% | -85.3% | -81.5% |
| All | -81.2% | +45.5% | -126.7% | -82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling