-81.2%
PATH vs TJX
+116.0%
-197.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +1.5% |
| 7D | -5.3% | -3.6% | -1.7% | -3.1% |
| 30D | -0.5% | -2.5% | +2.0% | +0.8% |
| 3M | -7.1% | -16.2% | +9.1% | +4.2% |
| 6M | +23.8% | -12.4% | +36.2% | +33.4% |
| YTD | -20.7% | -11.1% | -9.6% | -16.7% |
| 1Y | -8.1% | -4.7% | -3.3% | -8.8% |
| 3Y | -21.8% | +54.8% | -76.7% | -50.8% |
| 5Y | -76.8% | +104.3% | -181.1% | -89.0% |
| All | -81.2% | +116.0% | -197.2% | -91.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling