-81.1%
PATH vs TNA
-35.6%
-45.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -13.6% | +9.9% | +2.9% |
| 7D | -5.6% | -14.0% | +8.4% | +1.0% |
| 30D | -0.7% | -12.5% | +11.8% | +5.1% |
| 3M | -5.9% | -28.8% | +23.0% | +9.6% |
| 6M | +21.6% | -18.4% | +40.0% | +29.3% |
| YTD | -20.6% | +15.1% | -35.7% | -31.7% |
| 1Y | -10.6% | +14.7% | -25.3% | -23.4% |
| 3Y | -24.9% | +99.7% | -124.6% | -59.7% |
| 5Y | -76.8% | -50.9% | -25.9% | -78.5% |
| All | -81.1% | -35.6% | -45.6% | -83.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling