-81.2%
PATH vs TECK
+206.9%
-288.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.3% |
| 7D | -5.3% | -0.2% | -5.1% | -5.3% |
| 30D | -0.5% | -7.5% | +7.0% | +1.2% |
| 3M | -7.1% | -8.4% | +1.3% | -5.7% |
| 6M | +23.8% | -2.2% | +26.0% | +22.1% |
| YTD | -20.7% | +26.8% | -47.5% | -29.3% |
| 1Y | -8.1% | +46.5% | -54.6% | -21.9% |
| 3Y | -21.8% | +69.0% | -90.9% | -37.9% |
| 5Y | -76.8% | +138.8% | -215.6% | -83.2% |
| All | -81.2% | +206.9% | -288.0% | -86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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