+24.7%
PATH vs TER
-27.1%
+51.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -6.8% | +9.7% | +1.9% |
| 7D | -4.8% | -19.9% | +15.1% | -7.7% |
| 30D | +2.7% | -43.5% | +46.2% | -6.0% |
| 3M | -4.2% | -37.8% | +33.6% | -8.9% |
| 6M | +24.7% | -25.6% | +50.3% | +28.2% |
| All | +24.7% | -27.1% | +51.8% | +28.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling