-8.1%
PATH vs TRU
+2.1%
-10.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +1.1% |
| 7D | -5.3% | +5.7% | -11.0% | -8.4% |
| 30D | -0.5% | +29.2% | -29.8% | -15.3% |
| 3M | -7.1% | +2.7% | -9.8% | -7.8% |
| 6M | +23.8% | +15.2% | +8.6% | +15.2% |
| YTD | -20.7% | -4.9% | -15.8% | -23.8% |
| 1Y | -8.1% | +3.4% | -11.5% | -15.9% |
| All | -8.1% | +2.1% | -10.2% | -15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling