+24.7%
PATH vs TSN
-6.3%
+31.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.4% | -2.5% | +2.8% |
| 7D | -4.8% | +8.4% | -13.2% | -4.8% |
| 30D | +2.7% | +16.1% | -13.4% | +2.8% |
| 3M | -4.2% | +3.2% | -7.3% | -3.2% |
| 6M | +24.7% | -11.1% | +35.9% | +15.0% |
| All | +24.7% | -6.3% | +31.1% | +15.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling