-8.6%
PATH vs TSLQ
-27.2%
+18.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.8% | +8.2% | +1.7% |
| 7D | -2.7% | -7.3% | +4.6% | -3.1% |
| 30D | -1.4% | -13.2% | +11.9% | -2.4% |
| 3M | -16.4% | -37.6% | +21.2% | -19.3% |
| 6M | +23.3% | -9.3% | +32.6% | +24.4% |
| YTD | -19.8% | -19.1% | -0.8% | -20.1% |
| 1Y | -8.6% | -27.2% | +18.6% | -10.0% |
| All | -8.6% | -27.2% | +18.6% | -10.0% |
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