-80.8%
PATH vs TRV
+186.9%
-267.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +2.1% | +2.0% | 0.0% | +1.8% |
| 30D | +1.6% | +6.7% | -5.1% | +0.9% |
| 3M | -20.4% | +9.4% | -29.8% | -21.2% |
| 6M | +40.1% | +37.7% | +2.4% | +36.0% |
| YTD | -19.0% | +40.6% | -59.6% | -21.7% |
| 1Y | -5.8% | +42.4% | -48.3% | -9.1% |
| 3Y | -22.9% | +148.1% | -171.1% | -29.2% |
| 5Y | -75.3% | +181.7% | -257.0% | -76.8% |
| All | -80.8% | +186.9% | -267.7% | -82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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