-81.1%
PATH vs TSN
-9.4%
-71.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.7% |
| 7D | -5.6% | +6.9% | -12.5% | -6.7% |
| 30D | -0.7% | +15.7% | -16.3% | -3.3% |
| 3M | -5.9% | +4.3% | -10.1% | -6.7% |
| 6M | +21.6% | -10.6% | +32.2% | +23.8% |
| YTD | -20.6% | +5.2% | -25.8% | -22.3% |
| 1Y | -10.6% | +18.7% | -29.3% | -15.1% |
| 3Y | -24.9% | +41.8% | -66.7% | -35.1% |
| 5Y | -76.8% | -13.6% | -63.2% | -76.0% |
| All | -81.1% | -9.4% | -71.7% | -80.6% |
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