-80.4%
PATH vs TRMB
-31.4%
-49.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -17.3% | +20.2% | +17.4% |
| 7D | -4.8% | -15.7% | +10.9% | +6.7% |
| 30D | +2.7% | -7.8% | +10.4% | +6.1% |
| 3M | -4.2% | -9.3% | +5.1% | +0.6% |
| 6M | +24.7% | -20.8% | +45.6% | +47.3% |
| YTD | -17.6% | -30.8% | +13.2% | +9.6% |
| 1Y | -5.3% | -31.0% | +25.7% | +25.5% |
| 3Y | -22.0% | +27.9% | -49.9% | -44.4% |
| 5Y | -76.5% | -37.4% | -39.1% | -67.2% |
| All | -80.4% | -31.4% | -49.0% | -74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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