-29.0%
PATH vs TSLQ
-97.3%
+68.4%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.4% | +8.3% | -1.7% |
| 7D | -5.3% | +19.7% | -25.0% | -1.5% |
| 30D | -0.5% | +4.1% | -4.7% | +1.2% |
| 3M | -7.1% | -30.9% | +23.7% | -11.1% |
| 6M | +23.8% | -13.6% | +37.4% | +26.7% |
| YTD | -20.7% | -2.6% | -18.1% | -15.0% |
| 1Y | -8.1% | -10.4% | +2.4% | -2.2% |
| 3Y | -21.8% | -96.4% | +74.6% | -46.6% |
| All | -29.0% | -97.3% | +68.4% | -48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling