-78.0%
PATH vs TSN
-22.5%
-55.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.7% | -16.0% | -16.5% |
| 7D | -16.3% | -6.3% | -10.0% | -15.4% |
| 30D | +9.9% | -10.8% | +20.7% | +12.1% |
| 3M | +30.2% | -8.8% | +38.9% | +32.0% |
| 6M | +37.2% | -16.8% | +54.0% | +40.8% |
| YTD | -7.3% | -10.0% | +2.7% | -6.6% |
| 1Y | +40.0% | -5.3% | +45.3% | +38.9% |
| 3Y | -4.4% | +8.5% | -12.9% | -12.0% |
| 5Y | -76.0% | -22.9% | -53.1% | -74.6% |
| All | -78.0% | -22.5% | -55.5% | -76.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling