+37.2%
PATH vs TXT
-20.2%
+57.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.4% | -16.3% | -16.8% |
| 7D | -16.3% | -4.8% | -11.5% | -17.9% |
| 30D | +9.9% | -10.6% | +20.5% | +5.4% |
| 3M | +30.2% | -13.2% | +43.3% | +23.6% |
| 6M | +37.2% | -20.3% | +57.6% | +27.6% |
| All | +37.2% | -20.2% | +57.4% | +27.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling