+57.2%
TXN vs PATH
-76.4%
+133.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -16.6% | +18.4% | +4.0% |
| 7D | -0.1% | -16.3% | +16.2% | +2.0% |
| 30D | -6.9% | +9.9% | -16.9% | -8.6% |
| 3M | -14.9% | +30.2% | -45.1% | -18.6% |
| 6M | +29.0% | +37.2% | -8.2% | +21.0% |
| YTD | +51.5% | -7.3% | +58.8% | +50.6% |
| 1Y | +41.6% | +40.0% | +1.6% | +28.3% |
| 3Y | +65.8% | -4.4% | +70.2% | +52.8% |
| All | +57.2% | -76.4% | +133.6% | +60.7% |
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 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