-18.8%
PATH vs TPR
+378.8%
-397.5%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.5% | -0.7% | +2.2% |
| 7D | -4.8% | +12.6% | -17.4% | -7.1% |
| 30D | +2.7% | +7.1% | -4.5% | +1.1% |
| 3M | -4.2% | -19.4% | +15.2% | -0.7% |
| 6M | +24.7% | -9.7% | +34.5% | +24.2% |
| YTD | -17.6% | -1.0% | -16.6% | -21.8% |
| 1Y | -5.3% | +19.3% | -24.6% | -16.3% |
| All | -18.8% | +378.8% | -397.5% | -72.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling