-37.0%
PATH vs TSLL
-62.0%
+25.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -21.9% | +18.2% | +0.3% |
| 7D | -5.6% | -28.9% | +23.3% | -0.1% |
| 30D | -0.7% | -21.4% | +20.7% | +2.9% |
| 3M | -5.9% | +5.0% | -10.8% | -7.9% |
| 6M | +21.6% | -36.6% | +58.2% | +25.7% |
| YTD | -20.6% | -56.6% | +36.0% | -13.2% |
| 1Y | -10.6% | -60.9% | +50.3% | -1.3% |
| 3Y | -24.9% | -25.2% | +0.3% | -46.7% |
| All | -37.0% | -62.0% | +25.0% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 10y: compounded portfolio wealth divided by compounded TSLL 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…
10y analysis · Full analysis span regression · 6 months rolling