-81.1%
PATH vs TXT
+48.5%
-129.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.6% | -2.1% | -2.8% |
| 7D | -5.6% | -2.5% | -3.0% | -4.4% |
| 30D | -0.7% | +12.8% | -13.5% | -7.8% |
| 3M | -5.9% | -3.6% | -2.2% | -4.9% |
| 6M | +21.6% | -6.9% | +28.5% | +23.5% |
| YTD | -20.6% | -2.2% | -18.5% | -24.1% |
| 1Y | -10.6% | +6.3% | -16.9% | -19.5% |
| 3Y | -24.9% | +10.3% | -35.1% | -36.6% |
| 5Y | -76.8% | +10.6% | -87.5% | -81.7% |
| All | -81.1% | +48.5% | -129.6% | -82.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling