-81.2%
PATH vs TENB
+7.2%
-88.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.5% | +2.6% |
| 7D | -5.3% | -17.0% | +11.7% | +5.5% |
| 30D | -0.5% | +8.2% | -8.7% | -6.5% |
| 3M | -7.1% | +16.5% | -23.6% | -18.3% |
| 6M | +23.8% | +99.1% | -75.3% | -25.6% |
| YTD | -20.7% | +79.0% | -99.7% | -49.6% |
| 1Y | -8.1% | +53.9% | -61.9% | -35.5% |
| 3Y | -21.8% | +13.8% | -35.7% | -34.2% |
| 5Y | -76.8% | -24.4% | -52.5% | -75.8% |
| All | -81.2% | +7.2% | -88.4% | -84.7% |
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