-28.7%
PATH vs TLN
+581.9%
-610.6%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.2% | -0.5% | -3.3% |
| 7D | -5.6% | -9.4% | +3.8% | -4.6% |
| 30D | -0.7% | -15.2% | +14.6% | +1.1% |
| 3M | -5.9% | -4.1% | -1.7% | -6.2% |
| 6M | +21.6% | -17.8% | +39.4% | +22.7% |
| YTD | -20.6% | -15.6% | -5.0% | -21.5% |
| 1Y | -10.6% | -21.6% | +11.0% | -10.3% |
| 3Y | -24.9% | +497.6% | -522.4% | -65.4% |
| All | -28.7% | +581.9% | -610.6% | -69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling