+104.0%
TXN vs PATH
-24.4%
+128.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -7.8% | -5.3% | -2.5% | -7.4% |
| 30D | -3.6% | -0.5% | -3.0% | -3.5% |
| 3M | +0.1% | -7.1% | +7.3% | +0.2% |
| 6M | -3.2% | +23.8% | -27.0% | -6.0% |
| YTD | +63.4% | -20.7% | +84.0% | +67.0% |
| 1Y | +75.6% | -8.1% | +83.7% | +74.1% |
| 3Y | +104.0% | -21.8% | +125.9% | +97.5% |
| All | +104.0% | -24.4% | +128.4% | +97.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling