-81.1%
PATH vs TPR
+254.3%
-335.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +7.1% | -10.8% | -6.8% |
| 7D | -5.6% | +13.9% | -19.4% | -11.2% |
| 30D | -0.7% | +14.9% | -15.6% | -7.3% |
| 3M | -5.9% | -15.4% | +9.5% | -0.8% |
| 6M | +21.6% | -4.5% | +26.1% | +18.3% |
| YTD | -20.6% | +6.0% | -26.6% | -28.9% |
| 1Y | -10.6% | +24.3% | -34.9% | -27.2% |
| 3Y | -24.9% | +412.8% | -437.7% | -78.0% |
| 5Y | -76.8% | +258.4% | -335.3% | -92.0% |
| All | -81.1% | +254.3% | -335.5% | -93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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