-81.1%
PATH vs TRU
-11.6%
-69.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.7% | -4.3% |
| 7D | -5.6% | +9.8% | -15.4% | -11.4% |
| 30D | -0.7% | +30.7% | -31.4% | -17.8% |
| 3M | -5.9% | +3.8% | -9.7% | -8.7% |
| 6M | +21.6% | +21.9% | -0.3% | +5.5% |
| YTD | -20.6% | -2.8% | -17.8% | -21.3% |
| 1Y | -10.6% | +4.8% | -15.4% | -16.0% |
| 3Y | -24.9% | +67.6% | -92.5% | -53.5% |
| 5Y | -76.8% | -25.0% | -51.8% | -74.1% |
| All | -81.1% | -11.6% | -69.5% | -78.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling