-78.0%
PATH vs TNA
-13.9%
-64.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.7% | -17.4% | -17.0% |
| 7D | -16.3% | -0.1% | -16.2% | -16.4% |
| 30D | +9.9% | -4.9% | +14.8% | +12.3% |
| 3M | +30.2% | +0.4% | +29.8% | +28.1% |
| 6M | +37.2% | +32.5% | +4.7% | +13.1% |
| YTD | -7.3% | +53.7% | -61.0% | -30.0% |
| 1Y | +40.0% | +65.1% | -25.1% | +1.0% |
| 3Y | -4.4% | +98.4% | -102.9% | -47.2% |
| 5Y | -76.0% | -22.5% | -53.6% | -81.5% |
| All | -78.0% | -13.9% | -64.1% | -83.3% |
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