-81.2%
PATH vs TNA
-33.8%
-47.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -1.4% |
| 7D | -5.3% | -7.0% | +1.7% | -2.4% |
| 30D | -0.5% | -6.4% | +5.9% | +1.9% |
| 3M | -7.1% | -25.7% | +18.5% | +5.8% |
| 6M | +23.8% | -19.7% | +43.5% | +32.9% |
| YTD | -20.7% | +18.3% | -38.9% | -32.7% |
| 1Y | -8.1% | +24.6% | -32.6% | -24.5% |
| 3Y | -21.8% | +112.8% | -134.7% | -59.5% |
| 5Y | -76.8% | -49.5% | -27.3% | -78.8% |
| All | -81.2% | -33.8% | -47.4% | -84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 10y: compounded portfolio wealth divided by compounded TNA 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…
10y analysis · Full analysis span regression · 6 months rolling