-80.4%
PATH vs TFC
+18.8%
-99.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.0% | -0.1% | +1.2% |
| 7D | -4.8% | +5.1% | -9.9% | -7.6% |
| 30D | +2.7% | +9.8% | -7.1% | -2.9% |
| 3M | -4.2% | -2.4% | -1.7% | -3.2% |
| 6M | +24.7% | +4.9% | +19.8% | +19.8% |
| YTD | -17.6% | +6.6% | -24.1% | -22.3% |
| 1Y | -5.3% | +21.3% | -26.6% | -17.7% |
| 3Y | -22.0% | +89.0% | -111.0% | -49.4% |
| 5Y | -76.5% | +1.5% | -78.0% | -78.5% |
| All | -80.4% | +18.8% | -99.2% | -81.2% |
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