-78.0%
PATH vs TE
-53.6%
-24.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.3% | -18.0% | -16.9% |
| 7D | -16.3% | -4.0% | -12.3% | -15.8% |
| 30D | +9.9% | -15.9% | +25.8% | +12.8% |
| 3M | +30.2% | -60.5% | +90.7% | +49.3% |
| 6M | +37.2% | -35.2% | +72.4% | +35.7% |
| YTD | -7.3% | -31.1% | +23.8% | -12.3% |
| 1Y | +40.0% | +148.6% | -108.6% | -5.7% |
| 3Y | -4.4% | -26.4% | +22.0% | -25.4% |
| 5Y | -76.0% | -48.0% | -28.0% | -80.8% |
| All | -78.0% | -53.6% | -24.4% | -83.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling