-81.1%
PATH vs TRV
+186.7%
-267.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.6% | -2.1% | -3.5% |
| 7D | -5.6% | +1.2% | -6.7% | -5.7% |
| 30D | -0.7% | +11.7% | -12.4% | -1.9% |
| 3M | -5.9% | +5.7% | -11.6% | -6.4% |
| 6M | +21.6% | +34.7% | -13.1% | +18.3% |
| YTD | -20.6% | +40.5% | -61.1% | -23.2% |
| 1Y | -10.6% | +47.9% | -58.4% | -14.0% |
| 3Y | -24.9% | +151.7% | -176.6% | -31.0% |
| 5Y | -76.8% | +177.6% | -254.4% | -78.4% |
| All | -81.1% | +186.7% | -267.8% | -82.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling