-75.7%
PATH vs TRV
+156.1%
-231.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.3% | -15.3% | -16.4% |
| 7D | -16.3% | -0.1% | -16.2% | -16.3% |
| 30D | +9.9% | -3.4% | +13.3% | +10.4% |
| 3M | +30.2% | +26.4% | +3.8% | +26.3% |
| 6M | +37.2% | +19.3% | +17.9% | +34.0% |
| YTD | -7.3% | +28.3% | -35.7% | -10.5% |
| 1Y | +40.0% | +34.3% | +5.7% | +33.9% |
| 3Y | -4.4% | +140.1% | -144.5% | -16.6% |
| All | -75.7% | +156.1% | -231.8% | -79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling