-77.0%
PATH vs TGT
-26.9%
-50.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -5.3% | +2.6% | -7.9% | -6.5% |
| 30D | -0.5% | +5.0% | -5.5% | -2.9% |
| 3M | -7.1% | +8.5% | -15.7% | -10.8% |
| 6M | +23.8% | +23.8% | 0.0% | +10.9% |
| YTD | -20.7% | +66.5% | -87.2% | -39.4% |
| 1Y | -8.1% | +84.9% | -92.9% | -33.6% |
| 3Y | -21.8% | +59.2% | -81.0% | -46.7% |
| All | -77.0% | -26.9% | -50.1% | -74.3% |
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