-80.8%
PATH vs TSCO
+11.0%
-91.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.6% |
| 7D | +2.1% | +0.3% | +1.8% | +1.8% |
| 30D | +1.6% | +11.3% | -9.7% | -4.5% |
| 3M | -20.4% | +1.5% | -21.9% | -21.7% |
| 6M | +40.1% | +24.0% | +16.2% | +23.3% |
| YTD | -19.0% | -25.7% | +6.6% | -7.9% |
| 1Y | -5.8% | -33.6% | +27.7% | +15.0% |
| 3Y | -22.9% | -1.5% | -21.4% | -32.6% |
| 5Y | -75.3% | -9.6% | -65.7% | -77.9% |
| All | -80.8% | +11.0% | -91.7% | -83.9% |
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