-78.0%
PATH vs TSCO
+6.5%
-84.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.1% | -17.8% | -17.2% |
| 7D | -16.3% | +0.8% | -17.1% | -16.8% |
| 30D | +9.9% | +5.5% | +4.5% | +6.4% |
| 3M | +30.2% | +20.0% | +10.2% | +17.2% |
| 6M | +37.2% | -29.8% | +67.0% | +64.0% |
| YTD | -7.3% | -28.7% | +21.3% | +8.4% |
| 1Y | +40.0% | -40.9% | +80.9% | +83.8% |
| 3Y | -4.4% | -15.9% | +11.5% | -6.5% |
| 5Y | -76.0% | -3.5% | -72.6% | -78.6% |
| All | -78.0% | +6.5% | -84.5% | -81.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling