+21.6%
PATH vs TFC
+2.4%
+19.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.0% | -1.7% | -3.5% |
| 7D | -5.6% | +1.1% | -6.6% | -5.5% |
| 30D | -0.7% | +7.8% | -8.4% | -1.1% |
| 3M | -5.9% | -4.8% | -1.1% | -6.1% |
| 6M | +21.6% | +1.8% | +19.8% | +23.3% |
| All | +21.6% | +2.4% | +19.2% | +23.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling