-78.0%
PATH vs TFC
+20.6%
-98.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.1% | -16.7% | -16.7% |
| 7D | -16.3% | +2.4% | -18.7% | -17.5% |
| 30D | +9.9% | -1.3% | +11.2% | +10.5% |
| 3M | +30.2% | +6.1% | +24.1% | +24.9% |
| 6M | +37.2% | +7.3% | +29.9% | +29.2% |
| YTD | -7.3% | +8.2% | -15.5% | -13.4% |
| 1Y | +40.0% | +14.4% | +25.6% | +26.2% |
| 3Y | -4.4% | +93.7% | -98.1% | -38.9% |
| 5Y | -76.0% | +16.4% | -92.4% | -78.6% |
| All | -78.0% | +20.6% | -98.6% | -79.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling