+78.4%
TXN vs PATH
-77.4%
+155.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.2% | +6.8% | +6.6% |
| 7D | -2.1% | -2.7% | +0.6% | -1.7% |
| 30D | +4.7% | -3.7% | +8.4% | +5.2% |
| 3M | +3.9% | -13.8% | +17.6% | +5.1% |
| 6M | +3.8% | +20.3% | -16.5% | -0.5% |
| YTD | +74.2% | -20.8% | +95.0% | +76.4% |
| 1Y | +88.2% | -9.2% | +97.4% | +84.7% |
| 3Y | +124.0% | -21.8% | +145.7% | +112.6% |
| 5Y | +78.4% | -77.4% | +155.8% | +78.9% |
| All | +78.4% | -77.4% | +155.7% | +78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling