-77.0%
PATH vs TRU
-26.8%
-50.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +1.3% |
| 7D | -5.3% | +5.7% | -11.0% | -9.0% |
| 30D | -0.5% | +29.2% | -29.8% | -17.4% |
| 3M | -7.1% | +2.7% | -9.8% | -9.3% |
| 6M | +23.8% | +15.2% | +8.6% | +11.4% |
| YTD | -20.7% | -4.9% | -15.8% | -20.3% |
| 1Y | -8.1% | +3.4% | -11.5% | -13.1% |
| 3Y | -21.8% | +63.2% | -85.0% | -52.0% |
| All | -77.0% | -26.8% | -50.2% | -71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling