-43.6%
PATH vs BTSG
+504.1%
-547.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.8% | -6.0% | -2.2% |
| 7D | -2.3% | +3.8% | -6.1% | -3.1% |
| 30D | -4.8% | +13.7% | -18.5% | -7.7% |
| 3M | -17.7% | +18.0% | -35.7% | -21.2% |
| 6M | +18.9% | +32.2% | -13.3% | +8.3% |
| YTD | -21.7% | +93.6% | -115.3% | -36.8% |
| 1Y | -9.6% | +115.9% | -125.6% | -29.5% |
| All | -43.6% | +504.1% | -547.7% | -67.3% |
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