-8.1%
PATH vs TSLQ
-29.0%
+20.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | -0.7% |
| 7D | +0.7% | -26.6% | +27.3% | -2.9% |
| 30D | -1.1% | -17.5% | +16.4% | -2.8% |
| 3M | -14.2% | -41.7% | +27.5% | -17.7% |
| 6M | +30.9% | -16.9% | +47.8% | +30.5% |
| YTD | -20.1% | -21.9% | +1.8% | -20.7% |
| 1Y | -8.1% | -32.5% | +24.4% | -10.8% |
| All | -8.1% | -29.0% | +20.9% | -10.8% |
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