-10.6%
PATH vs TPR
+28.0%
-38.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +7.1% | -10.8% | -3.0% |
| 7D | -5.6% | +13.9% | -19.4% | -4.3% |
| 30D | -0.7% | +14.9% | -15.6% | +0.8% |
| 3M | -5.9% | -15.4% | +9.5% | -6.7% |
| 6M | +21.6% | -4.5% | +26.1% | +20.0% |
| YTD | -20.6% | +6.0% | -26.6% | -25.5% |
| 1Y | -10.6% | +24.3% | -34.9% | -23.0% |
| All | -10.6% | +28.0% | -38.6% | -23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling