-28.9%
PATH vs TSLQ
-97.1%
+68.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +21.8% | -25.5% | +0.5% |
| 7D | -5.6% | +32.9% | -38.5% | +0.2% |
| 30D | -0.7% | +15.4% | -16.0% | +3.0% |
| 3M | -5.9% | -23.7% | +17.8% | -8.2% |
| 6M | +21.6% | -10.1% | +31.7% | +25.3% |
| YTD | -20.6% | +6.3% | -27.0% | -13.5% |
| 1Y | -10.6% | +4.6% | -15.1% | -1.9% |
| 3Y | -24.9% | -96.0% | +71.2% | -47.7% |
| All | -28.9% | -97.1% | +68.2% | -47.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling