-34.6%
PATH vs TSLL
-51.4%
+16.8%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -6.3% | +9.2% | +4.0% |
| 7D | -4.8% | -9.4% | +4.6% | -3.2% |
| 30D | +2.7% | +1.6% | +1.1% | +1.9% |
| 3M | -4.2% | +29.4% | -33.6% | -9.3% |
| 6M | +24.7% | -20.1% | +44.9% | +24.3% |
| YTD | -17.6% | -44.5% | +26.9% | -13.4% |
| 1Y | -5.3% | -46.0% | +40.7% | -1.1% |
| 3Y | -22.0% | -4.3% | -17.7% | -46.9% |
| All | -34.6% | -51.4% | +16.8% | -47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling