-10.6%
PATH vs TLN
-20.5%
+9.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.2% | -0.5% | -4.0% |
| 7D | -5.6% | -9.4% | +3.8% | -6.4% |
| 30D | -0.7% | -15.2% | +14.6% | -2.1% |
| 3M | -5.9% | -4.1% | -1.7% | -5.5% |
| 6M | +21.6% | -17.8% | +39.4% | +20.8% |
| YTD | -20.6% | -15.6% | -5.0% | -20.8% |
| 1Y | -10.6% | -21.6% | +11.0% | -8.0% |
| All | -10.6% | -20.5% | +9.9% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling