+84.6%
TXN vs PATH
-75.6%
+160.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.1% | -3.0% |
| 7D | +9.5% | +2.1% | +7.4% | +9.2% |
| 30D | +8.7% | +1.6% | +7.1% | +8.4% |
| 3M | +11.6% | -20.4% | +32.0% | +14.3% |
| 6M | +0.1% | +40.1% | -40.0% | -6.0% |
| YTD | +78.8% | -19.0% | +97.8% | +80.5% |
| 1Y | +91.2% | -5.8% | +97.0% | +86.6% |
| 3Y | +125.8% | -22.9% | +148.8% | +115.2% |
| All | +84.6% | -75.6% | +160.2% | +83.9% |
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