-29.9%
PATH vs TSLQ
-97.6%
+67.8%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.3% | -1.3% |
| 7D | -2.3% | +4.7% | -7.0% | -0.8% |
| 30D | -4.8% | -5.6% | +0.7% | -4.9% |
| 3M | -17.7% | -34.6% | +16.9% | -22.1% |
| 6M | +18.9% | -11.4% | +30.3% | +22.5% |
| YTD | -21.7% | -14.1% | -7.6% | -18.0% |
| 1Y | -9.6% | -20.7% | +11.1% | -6.0% |
| 3Y | -25.8% | -96.9% | +71.0% | -51.1% |
| All | -29.9% | -97.6% | +67.8% | -50.4% |
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