+72.4%
TXN vs PATH
-80.1%
+152.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -3.7% | -7.0% | -10.2% |
| 7D | -10.7% | -5.6% | -5.1% | -10.0% |
| 30D | -6.0% | -0.7% | -5.3% | -5.9% |
| 3M | +0.6% | -5.9% | +6.5% | +0.6% |
| 6M | 0.0% | +21.6% | -21.6% | -4.2% |
| YTD | +63.8% | -20.6% | +84.4% | +65.7% |
| 1Y | +73.8% | -10.6% | +84.3% | +71.0% |
| 3Y | +100.9% | -24.9% | +125.8% | +92.7% |
| 5Y | +65.5% | -76.8% | +142.3% | +69.1% |
| All | +72.4% | -80.1% | +152.5% | +78.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling