-21.8%
PATH vs TNA
+139.4%
-161.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +9.6% | -9.8% | -3.8% |
| 7D | -2.7% | +2.3% | -5.0% | -4.1% |
| 30D | -3.7% | +1.4% | -5.1% | -4.9% |
| 3M | -13.8% | -21.1% | +7.3% | -6.6% |
| 6M | +20.3% | -9.4% | +29.7% | +21.7% |
| YTD | -20.8% | +29.6% | -50.4% | -33.2% |
| 1Y | -9.2% | +34.6% | -43.9% | -25.0% |
| 3Y | -21.8% | +155.9% | -177.6% | -63.0% |
| All | -21.8% | +139.4% | -161.1% | -63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling