-76.8%
PATH vs TE
-80.7%
+3.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -16.5% | +12.8% | -0.8% |
| 7D | -5.6% | -20.3% | +14.7% | -2.1% |
| 30D | -0.7% | -40.0% | +39.3% | +7.6% |
| 3M | -5.9% | -58.3% | +52.5% | +7.6% |
| 6M | +21.6% | -57.3% | +78.9% | +29.0% |
| YTD | -20.6% | -65.9% | +45.2% | -16.3% |
| 1Y | -10.6% | -44.3% | +33.7% | -17.4% |
| 3Y | -24.9% | -36.0% | +11.1% | -46.5% |
| 5Y | -76.8% | -80.1% | +3.3% | -78.6% |
| All | -76.8% | -80.7% | +3.9% | -78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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