-79.7%
PATH vs TJX
+105.8%
-185.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -2.4% | -5.4% | -6.1% |
| 7D | -22.8% | -3.3% | -19.5% | -20.9% |
| 30D | -6.9% | -19.9% | +12.9% | +8.3% |
| 3M | +25.4% | -19.0% | +44.5% | +44.4% |
| 6M | +18.1% | -18.6% | +36.7% | +33.9% |
| YTD | -14.5% | -15.3% | +0.8% | -6.6% |
| 1Y | +18.7% | -7.3% | +26.1% | +19.8% |
| 3Y | -24.2% | +46.6% | -70.8% | -50.0% |
| 5Y | -75.2% | +98.5% | -173.7% | -88.0% |
| All | -79.7% | +105.8% | -185.5% | -90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TJX.
Daily Out/Under-Performance
Portfolio return minus TJX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TJX 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 TJX 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