-33.2%
PATH vs BTSG
+406.1%
-439.3%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.1% | -15.5% | -16.4% |
| 7D | -16.3% | +2.7% | -19.0% | -16.8% |
| 30D | +9.9% | -3.6% | +13.5% | +10.7% |
| 3M | +30.2% | +5.8% | +24.4% | +26.1% |
| 6M | +37.2% | +44.7% | -7.5% | +20.1% |
| YTD | -7.3% | +62.2% | -69.5% | -21.8% |
| 1Y | +40.0% | +152.1% | -112.1% | +4.2% |
| All | -33.2% | +406.1% | -439.3% | -59.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling