-75.7%
PATH vs TGT
-21.2%
-54.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.3% | -16.9% | -16.7% |
| 7D | -16.3% | +0.8% | -17.1% | -16.7% |
| 30D | +9.9% | +12.2% | -2.3% | +4.2% |
| 3M | +30.2% | +33.8% | -3.6% | +13.6% |
| 6M | +37.2% | +39.3% | -2.1% | +16.0% |
| YTD | -7.3% | +72.9% | -80.2% | -30.2% |
| 1Y | +40.0% | +84.6% | -44.6% | +1.7% |
| 3Y | -4.4% | +46.2% | -50.6% | -30.0% |
| All | -75.7% | -21.2% | -54.5% | -75.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling