-41.6%
PATH vs BTSG
+493.4%
-535.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +2.1% | +6.0% | -4.0% | +0.7% |
| 30D | +1.6% | +12.4% | -10.8% | -1.2% |
| 3M | -20.4% | +18.2% | -38.7% | -23.8% |
| 6M | +40.1% | +26.0% | +14.1% | +29.4% |
| YTD | -19.0% | +90.1% | -109.2% | -34.4% |
| 1Y | -5.8% | +124.3% | -130.1% | -27.4% |
| All | -41.6% | +493.4% | -535.1% | -66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 10y: compounded portfolio wealth divided by compounded BTSG 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…
10y analysis · Full analysis span regression · 6 months rolling