-21.8%
PATH vs TRU
+65.0%
-86.8%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +1.1% |
| 7D | -5.3% | +5.7% | -11.0% | -8.5% |
| 30D | -0.5% | +29.2% | -29.8% | -15.3% |
| 3M | -7.1% | +2.7% | -9.8% | -8.8% |
| 6M | +23.8% | +15.2% | +8.6% | +13.5% |
| YTD | -20.7% | -4.9% | -15.8% | -20.2% |
| 1Y | -8.1% | +3.4% | -11.5% | -12.1% |
| 3Y | -21.8% | +63.2% | -85.0% | -51.8% |
| All | -21.8% | +65.0% | -86.8% | -51.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling