-78.0%
PATH vs TER
+193.3%
-271.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +5.5% | -22.1% | -18.5% |
| 7D | -16.3% | +0.6% | -16.9% | -16.9% |
| 30D | +9.9% | -8.3% | +18.2% | +12.0% |
| 3M | +30.2% | -12.2% | +42.4% | +27.9% |
| 6M | +37.2% | +17.1% | +20.1% | +10.5% |
| YTD | -7.3% | +84.7% | -92.0% | -43.3% |
| 1Y | +40.0% | +199.9% | -159.9% | -36.0% |
| 3Y | -4.4% | +232.8% | -237.2% | -64.6% |
| 5Y | -76.0% | +198.6% | -274.6% | -90.8% |
| All | -78.0% | +193.3% | -271.3% | -91.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling