-76.8%
PATH vs TFC
-1.6%
-75.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.0% | -1.7% | -2.5% |
| 7D | -5.6% | +1.1% | -6.6% | -6.2% |
| 30D | -0.7% | +7.8% | -8.4% | -5.2% |
| 3M | -5.9% | -4.8% | -1.1% | -3.4% |
| 6M | +21.6% | +1.8% | +19.8% | +18.7% |
| YTD | -20.6% | +4.4% | -25.0% | -24.6% |
| 1Y | -10.6% | +18.0% | -28.5% | -21.6% |
| 3Y | -24.9% | +85.2% | -110.1% | -52.4% |
| 5Y | -76.8% | -1.4% | -75.4% | -77.6% |
| All | -76.8% | -1.6% | -75.2% | -77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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