-21.8%
PATH vs TSN
+43.3%
-65.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.7% |
| 7D | -5.6% | +6.9% | -12.5% | -5.7% |
| 30D | -0.7% | +15.7% | -16.3% | -0.9% |
| 3M | -5.9% | +4.3% | -10.1% | -5.9% |
| 6M | +21.6% | -10.6% | +32.2% | +21.6% |
| YTD | -20.6% | +5.2% | -25.8% | -21.2% |
| 1Y | -10.6% | +18.7% | -29.3% | -12.3% |
| All | -21.8% | +43.3% | -65.1% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 3y: compounded portfolio wealth divided by compounded TSN 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…
3y analysis · Full analysis span regression · 6 months rolling