-81.0%
PATH vs TECK
+223.2%
-304.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +2.1% |
| 7D | -2.7% | -1.2% | -1.5% | -2.5% |
| 30D | -1.4% | -5.7% | +4.4% | -0.1% |
| 3M | -16.4% | -3.6% | -12.8% | -16.3% |
| 6M | +23.3% | -2.2% | +25.5% | +21.8% |
| YTD | -19.8% | +33.6% | -53.4% | -29.5% |
| 1Y | -8.6% | +49.0% | -57.5% | -22.5% |
| 3Y | -24.0% | +85.4% | -109.4% | -41.1% |
| 5Y | -77.1% | +138.5% | -215.6% | -83.4% |
| All | -81.0% | +223.2% | -304.1% | -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