-78.0%
PATH vs TEL
+72.7%
-150.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.4% | -16.3% | -16.3% |
| 7D | -16.3% | +3.0% | -19.3% | -18.2% |
| 30D | +9.9% | -3.9% | +13.8% | +13.1% |
| 3M | +30.2% | -5.1% | +35.3% | +34.7% |
| 6M | +37.2% | +0.6% | +36.6% | +29.5% |
| YTD | -7.3% | -7.3% | 0.0% | -8.4% |
| 1Y | +40.0% | +1.1% | +38.9% | +26.2% |
| 3Y | -4.4% | +63.7% | -68.1% | -50.4% |
| 5Y | -76.0% | +50.7% | -126.7% | -87.0% |
| All | -78.0% | +72.7% | -150.7% | -88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling