-81.0%
PATH vs TNA
-27.0%
-53.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.7% | -0.2% | +1.1% |
| 7D | -2.7% | -2.1% | -0.6% | -2.5% |
| 30D | -1.4% | +3.1% | -4.5% | -3.8% |
| 3M | -16.4% | -20.2% | +3.8% | -8.2% |
| 6M | +23.3% | -10.0% | +33.3% | +25.1% |
| YTD | -19.8% | +30.3% | -50.2% | -35.3% |
| 1Y | -8.6% | +31.1% | -39.7% | -26.8% |
| 3Y | -24.0% | +149.4% | -173.4% | -63.9% |
| 5Y | -77.1% | -42.5% | -34.7% | -80.2% |
| All | -81.0% | -27.0% | -53.9% | -84.6% |
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