-75.7%
PATH vs TXT
+10.4%
-86.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.4% | -16.3% | -16.4% |
| 7D | -16.3% | -4.8% | -11.5% | -13.8% |
| 30D | +9.9% | -10.6% | +20.5% | +17.3% |
| 3M | +30.2% | -13.2% | +43.3% | +40.0% |
| 6M | +37.2% | -20.3% | +57.6% | +53.9% |
| YTD | -7.3% | -9.3% | +1.9% | -6.9% |
| 1Y | +40.0% | -2.7% | +42.7% | +32.4% |
| 3Y | -4.4% | +1.4% | -5.8% | -16.2% |
| All | -75.7% | +10.4% | -86.1% | -80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling