-81.4%
PATH vs TEL
+80.3%
-161.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.8% |
| 7D | -2.3% | -0.9% | -1.4% | -1.9% |
| 30D | -4.8% | -0.2% | -4.6% | -5.5% |
| 3M | -17.7% | +2.0% | -19.7% | -20.3% |
| 6M | +18.9% | +6.4% | +12.5% | +10.0% |
| YTD | -21.7% | -3.2% | -18.5% | -26.1% |
| 1Y | -9.6% | -11.2% | +1.5% | -7.6% |
| 3Y | -25.8% | +79.8% | -105.6% | -65.4% |
| 5Y | -77.1% | +46.6% | -123.6% | -87.8% |
| All | -81.4% | +80.3% | -161.7% | -90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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