-80.4%
PATH vs TECK
+227.2%
-307.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.3% | -1.4% | +1.8% |
| 7D | -4.8% | +2.3% | -7.0% | -5.4% |
| 30D | +2.7% | -5.0% | +7.7% | +3.8% |
| 3M | -4.2% | -0.3% | -3.9% | -4.8% |
| 6M | +24.7% | +13.9% | +10.9% | +17.9% |
| YTD | -17.6% | +35.2% | -52.8% | -27.7% |
| 1Y | -5.3% | +57.5% | -62.9% | -21.1% |
| 3Y | -22.0% | +78.3% | -100.3% | -38.8% |
| 5Y | -76.5% | +150.2% | -226.7% | -83.1% |
| All | -80.4% | +227.2% | -307.6% | -86.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling