-76.5%
PATH vs TPR
+239.9%
-316.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.5% | -0.7% | +1.2% |
| 7D | -4.8% | +12.6% | -17.4% | -10.2% |
| 30D | +2.7% | +7.1% | -4.5% | -1.0% |
| 3M | -4.2% | -19.4% | +15.2% | +3.6% |
| 6M | +24.7% | -9.7% | +34.5% | +24.5% |
| YTD | -17.6% | -1.0% | -16.6% | -24.2% |
| 1Y | -5.3% | +19.3% | -24.6% | -22.6% |
| 3Y | -22.0% | +379.0% | -401.0% | -79.0% |
| 5Y | -76.5% | +239.1% | -315.6% | -92.3% |
| All | -76.5% | +239.9% | -316.4% | -92.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling