-77.0%
PATH vs TSCO
-9.7%
-67.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.3% |
| 7D | -5.3% | +7.1% | -12.4% | -8.9% |
| 30D | -0.5% | +11.8% | -12.3% | -6.9% |
| 3M | -7.1% | +7.4% | -14.5% | -11.6% |
| 6M | +23.8% | +13.4% | +10.4% | +13.9% |
| YTD | -20.7% | -25.9% | +5.2% | -9.0% |
| 1Y | -8.1% | -29.9% | +21.8% | +9.4% |
| 3Y | -21.8% | -3.4% | -18.5% | -32.4% |
| All | -77.0% | -9.7% | -67.3% | -80.8% |
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