-78.0%
PATH vs TECK
+250.2%
-328.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.4% | -17.0% | -16.7% |
| 7D | -16.3% | -0.3% | -16.0% | -16.3% |
| 30D | +9.9% | +4.6% | +5.3% | +8.5% |
| 3M | +30.2% | +2.8% | +27.3% | +28.2% |
| 6M | +37.2% | +24.9% | +12.3% | +26.0% |
| YTD | -7.3% | +44.7% | -52.1% | -19.6% |
| 1Y | +40.0% | +112.0% | -72.0% | +6.9% |
| 3Y | -4.4% | +67.6% | -72.0% | -23.5% |
| 5Y | -76.0% | +200.3% | -276.4% | -83.5% |
| All | -78.0% | +250.2% | -328.2% | -85.1% |
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