-77.1%
PATH vs TSCO
-7.6%
-69.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.8% |
| 3M | -16.4% | +4.8% | -21.2% | -19.4% |
| 6M | +23.3% | +23.3% | 0.0% | +8.2% |
| YTD | -19.8% | -25.1% | +5.3% | -8.6% |
| 1Y | -8.6% | -32.7% | +24.2% | +11.9% |
| 3Y | -24.0% | -2.0% | -22.1% | -35.0% |
| 5Y | -77.1% | -7.8% | -69.3% | -81.0% |
| All | -77.1% | -7.6% | -69.5% | -81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling