+40.0%
PATH vs TSLQ
-50.5%
+90.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +12.0% | -28.6% | -14.8% |
| 7D | -16.3% | -5.8% | -10.5% | -16.2% |
| 30D | +9.9% | -22.1% | +32.0% | +8.0% |
| 3M | +30.2% | +10.1% | +20.1% | +35.6% |
| 6M | +37.2% | -6.8% | +44.0% | +40.3% |
| YTD | -7.3% | +8.5% | -15.9% | -2.3% |
| 1Y | +40.0% | -49.7% | +89.7% | +44.1% |
| All | +40.0% | -50.5% | +90.5% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 1y: compounded portfolio wealth divided by compounded TSLQ 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…
1y analysis · Full analysis span regression · 6 months rolling