+86.2%
TXN vs PATH
-80.4%
+166.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.8% |
| 7D | -3.8% | -2.3% | -1.5% | -3.5% |
| 30D | +6.4% | -4.8% | +11.3% | +7.1% |
| 3M | +7.7% | -17.7% | +25.4% | +9.7% |
| 6M | +5.5% | +18.9% | -13.4% | +1.4% |
| YTD | +77.0% | -21.7% | +98.7% | +79.3% |
| 1Y | +91.2% | -9.6% | +100.9% | +87.8% |
| 3Y | +121.5% | -25.8% | +147.4% | +112.8% |
| 5Y | +84.9% | -77.1% | +162.0% | +89.3% |
| All | +86.2% | -80.4% | +166.7% | +93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 PATH 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