-16.7%
PATH vs TLN
+583.6%
-600.3%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +3.8% | -20.4% | -17.2% |
| 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% | +32.2% |
| 6M | +37.2% | -5.8% | +43.0% | +34.7% |
| YTD | -7.3% | -15.4% | +8.1% | -7.8% |
| 1Y | +40.0% | -16.7% | +56.7% | +39.7% |
| 3Y | -4.4% | +473.8% | -478.2% | -54.4% |
| All | -16.7% | +583.6% | -600.3% | -64.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling