+37.2%
PATH vs TPR
-21.1%
+58.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.4% | -16.3% | -16.8% |
| 7D | -16.3% | -2.7% | -13.6% | -17.1% |
| 30D | +9.9% | -23.3% | +33.2% | +2.8% |
| 3M | +30.2% | -12.8% | +43.0% | +26.4% |
| 6M | +37.2% | -21.7% | +58.9% | +29.7% |
| All | +37.2% | -21.1% | +58.3% | +29.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling