-80.8%
PATH vs TENB
+3.7%
-84.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.7% |
| 7D | +2.1% | -3.3% | +5.3% | +3.9% |
| 30D | +1.6% | +6.9% | -5.3% | -3.6% |
| 3M | -20.4% | +1.8% | -22.3% | -24.2% |
| 6M | +40.1% | +98.1% | -57.9% | -16.0% |
| YTD | -19.0% | +73.2% | -92.3% | -47.7% |
| 1Y | -5.8% | +50.7% | -56.5% | -33.3% |
| 3Y | -22.9% | +9.3% | -32.3% | -33.7% |
| 5Y | -75.3% | -25.1% | -50.2% | -74.1% |
| All | -80.8% | +3.7% | -84.5% | -84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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