-81.0%
PATH vs TSCO
+11.9%
-92.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.0% | +4.4% | +3.5% |
| 7D | -2.7% | +0.4% | -3.2% | -3.0% |
| 30D | -1.4% | +9.8% | -11.2% | -6.7% |
| 3M | -16.4% | +4.8% | -21.2% | -19.3% |
| 6M | +23.3% | +23.3% | 0.0% | +8.8% |
| YTD | -19.8% | -25.1% | +5.3% | -9.1% |
| 1Y | -8.6% | -32.7% | +24.2% | +10.9% |
| 3Y | -24.0% | -2.0% | -22.1% | -33.3% |
| 5Y | -77.1% | -7.8% | -69.3% | -79.6% |
| All | -81.0% | +11.9% | -92.8% | -84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 TSCO 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