+91.2%
TXN vs PATH
-7.3%
+98.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.1% | -2.7% |
| 7D | +9.5% | +2.1% | +7.4% | +9.6% |
| 30D | +8.7% | +1.6% | +7.1% | +8.9% |
| 3M | +11.6% | -20.4% | +32.0% | +9.9% |
| 6M | +0.1% | +40.1% | -40.0% | +4.9% |
| YTD | +78.8% | -19.0% | +97.8% | +88.9% |
| 1Y | +91.2% | -5.8% | +97.0% | +101.1% |
| All | +91.2% | -7.3% | +98.5% | +101.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling