-80.4%
PATH vs TER
+106.2%
-186.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -6.8% | +9.7% | +5.0% |
| 7D | -4.8% | -19.9% | +15.1% | +1.8% |
| 30D | +2.7% | -43.5% | +46.2% | +21.9% |
| 3M | -4.2% | -37.8% | +33.6% | +7.8% |
| 6M | +24.7% | -25.6% | +50.3% | +21.0% |
| YTD | -17.6% | +29.8% | -47.4% | -45.0% |
| 1Y | -5.3% | +43.2% | -48.5% | -40.6% |
| 3Y | -22.0% | +189.3% | -211.3% | -73.1% |
| 5Y | -76.5% | +76.9% | -153.4% | -89.5% |
| All | -80.4% | +106.2% | -186.6% | -91.7% |
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 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