-81.2%
PATH vs TRU
-13.5%
-67.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +1.3% |
| 7D | -5.3% | +5.7% | -11.0% | -8.9% |
| 30D | -0.5% | +29.2% | -29.8% | -17.0% |
| 3M | -7.1% | +2.7% | -9.8% | -9.3% |
| 6M | +23.8% | +15.2% | +8.6% | +11.6% |
| YTD | -20.7% | -4.9% | -15.8% | -20.3% |
| 1Y | -8.1% | +3.4% | -11.5% | -12.9% |
| 3Y | -21.8% | +63.2% | -85.0% | -50.7% |
| 5Y | -76.8% | -26.6% | -50.3% | -73.8% |
| All | -81.2% | -13.5% | -67.7% | -77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 10y: compounded portfolio wealth divided by compounded TRU 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…
10y analysis · Full analysis span regression · 6 months rolling