-81.0%
PATH vs TRU
-12.5%
-68.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.5% |
| 7D | -2.7% | 0.0% | -2.7% | -2.8% |
| 30D | -1.4% | +24.3% | -25.6% | -15.5% |
| 3M | -16.4% | +2.3% | -18.7% | -18.2% |
| 6M | +23.3% | +17.7% | +5.6% | +9.6% |
| YTD | -19.8% | -3.8% | -16.0% | -20.0% |
| 1Y | -8.6% | -0.3% | -8.2% | -11.1% |
| 3Y | -24.0% | +58.4% | -82.5% | -50.9% |
| 5Y | -77.1% | -24.0% | -53.1% | -74.5% |
| All | -81.0% | -12.5% | -68.4% | -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