-26.4%
PATH vs TSLL
-57.4%
+30.9%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -11.8% | -4.8% | -14.4% |
| 7D | -16.3% | +1.9% | -18.2% | -16.5% |
| 30D | +9.9% | +17.8% | -7.8% | +6.8% |
| 3M | +30.2% | -37.0% | +67.2% | +38.1% |
| 6M | +37.2% | -37.7% | +74.9% | +43.3% |
| YTD | -7.3% | -51.4% | +44.0% | +0.6% |
| 1Y | +40.0% | -23.4% | +63.4% | +36.0% |
| 3Y | -4.4% | -30.8% | +26.4% | -28.7% |
| All | -26.4% | -57.4% | +30.9% | -39.3% |
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