-80.8%
PATH vs TEVA
+341.0%
-421.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +0.8% |
| 7D | +2.1% | +4.4% | -2.4% | +0.9% |
| 30D | +1.6% | +9.3% | -7.7% | -0.9% |
| 3M | -20.4% | +21.9% | -42.3% | -24.8% |
| 6M | +40.1% | +22.8% | +17.4% | +31.7% |
| YTD | -19.0% | +42.6% | -61.6% | -27.7% |
| 1Y | -5.8% | +74.2% | -80.1% | -20.7% |
| 3Y | -22.9% | +404.5% | -427.5% | -57.6% |
| 5Y | -75.3% | +367.9% | -443.2% | -86.8% |
| All | -80.8% | +341.0% | -421.8% | -89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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