+18.7%
PATH vs TSLQ
-49.0%
+67.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -8.0% | +0.2% | -8.9% |
| 7D | -22.8% | -8.6% | -14.2% | -23.2% |
| 30D | -6.9% | -24.9% | +18.0% | -9.2% |
| 3M | +25.4% | -1.5% | +26.9% | +28.2% |
| 6M | +18.1% | -18.1% | +36.2% | +18.3% |
| YTD | -14.5% | -0.1% | -14.4% | -11.2% |
| 1Y | +18.7% | -51.4% | +70.1% | +15.6% |
| All | +18.7% | -49.0% | +67.8% | +15.6% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling