-78.0%
PATH vs TPR
+222.6%
-300.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | 0.0% | -16.6% | -16.6% |
| 7D | -16.3% | -2.3% | -14.0% | -15.5% |
| 30D | +9.9% | -23.0% | +32.9% | +21.5% |
| 3M | +30.2% | -12.5% | +42.6% | +34.5% |
| 6M | +37.2% | -21.4% | +58.6% | +46.0% |
| YTD | -7.3% | -3.5% | -3.8% | -12.9% |
| 1Y | +40.0% | +17.4% | +22.6% | +16.5% |
| 3Y | -4.4% | +291.3% | -295.7% | -66.7% |
| 5Y | -76.0% | +241.9% | -317.9% | -91.4% |
| All | -78.0% | +222.6% | -300.5% | -92.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling