-75.7%
PATH vs TER
+197.9%
-273.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +5.4% | -22.1% | -18.5% |
| 7D | -16.3% | +0.6% | -16.9% | -16.8% |
| 30D | +9.9% | -8.3% | +18.2% | +12.0% |
| 3M | +30.2% | -12.2% | +42.4% | +28.0% |
| 6M | +37.2% | +17.0% | +20.2% | +10.4% |
| YTD | -7.3% | +84.6% | -91.9% | -43.5% |
| 1Y | +40.0% | +199.8% | -159.8% | -36.4% |
| 3Y | -4.4% | +232.8% | -237.2% | -65.2% |
| All | -75.7% | +197.9% | -273.6% | -90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 5y: compounded portfolio wealth divided by compounded TER 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…
5y analysis · Full analysis span regression · 6 months rolling