-6.1%
PATH vs TLN
+476.4%
-482.5%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +3.8% | -20.4% | -17.1% |
| 7D | -16.3% | +7.1% | -23.4% | -17.2% |
| 30D | +9.9% | -3.9% | +13.8% | +10.3% |
| 3M | +30.2% | -16.2% | +46.3% | +32.1% |
| 6M | +37.2% | -5.8% | +43.0% | +34.8% |
| YTD | -7.3% | -15.4% | +8.1% | -7.8% |
| 1Y | +40.0% | -16.7% | +56.7% | +39.7% |
| All | -6.1% | +476.4% | -482.5% | -51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling