-21.8%
PATH vs TSCO
-3.3%
-18.5%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | -5.3% | +7.1% | -12.4% | -7.6% |
| 30D | -0.5% | +11.8% | -12.3% | -4.7% |
| 3M | -7.1% | +7.4% | -14.5% | -10.0% |
| 6M | +23.8% | +13.4% | +10.4% | +17.2% |
| YTD | -20.7% | -25.9% | +5.2% | -13.0% |
| 1Y | -8.1% | -29.9% | +21.8% | +3.8% |
| 3Y | -21.8% | -3.4% | -18.5% | -49.2% |
| All | -21.8% | -3.3% | -18.5% | -49.2% |
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 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