-81.2%
PATH vs TGT
-5.8%
-75.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.7% | -4.9% | -2.2% |
| 7D | -2.7% | +4.7% | -7.4% | -4.7% |
| 30D | -3.7% | +8.0% | -11.7% | -7.1% |
| 3M | -13.8% | +11.7% | -25.4% | -18.2% |
| 6M | +20.3% | +34.7% | -14.4% | +4.1% |
| YTD | -20.8% | +74.4% | -95.2% | -40.3% |
| 1Y | -9.2% | +89.2% | -98.4% | -34.4% |
| 3Y | -21.8% | +73.4% | -95.2% | -48.1% |
| 5Y | -77.4% | -24.0% | -53.4% | -77.1% |
| All | -81.2% | -5.8% | -75.4% | -77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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