+92.0%
TXN vs PATH
-79.9%
+171.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.4% | +0.7% | +2.8% |
| 7D | -0.5% | -2.7% | +2.2% | -0.1% |
| 30D | +10.5% | -1.4% | +11.9% | +10.7% |
| 3M | +10.7% | -16.4% | +27.1% | +12.5% |
| 6M | +5.1% | +23.3% | -18.2% | +0.5% |
| YTD | +82.5% | -19.8% | +102.3% | +84.3% |
| 1Y | +98.2% | -8.6% | +106.7% | +94.4% |
| 3Y | +128.4% | -24.0% | +152.4% | +118.8% |
| 5Y | +89.0% | -77.1% | +166.2% | +93.4% |
| All | +92.0% | -79.9% | +171.9% | +98.7% |
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