-25.8%
PATH vs TSCO
+1.5%
-27.3%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.4% | -1.2% |
| 7D | -2.3% | +6.8% | -9.1% | -4.5% |
| 30D | -4.8% | +11.3% | -16.1% | -8.6% |
| 3M | -17.7% | +9.1% | -26.8% | -20.6% |
| 6M | +18.9% | +24.2% | -5.3% | +9.2% |
| YTD | -21.7% | -23.5% | +1.8% | -15.2% |
| 1Y | -9.6% | -30.8% | +21.1% | +3.0% |
| 3Y | -25.8% | +0.1% | -25.9% | -52.0% |
| All | -25.8% | +1.5% | -27.3% | -52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling