-78.0%
PATH vs TT
+183.3%
-261.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.8% | -17.5% | -17.1% |
| 7D | -16.3% | 0.0% | -16.3% | -16.4% |
| 30D | +9.9% | -7.2% | +17.1% | +14.0% |
| 3M | +30.2% | -3.0% | +33.1% | +30.1% |
| 6M | +37.2% | +1.4% | +35.9% | +31.1% |
| YTD | -7.3% | +15.9% | -23.2% | -20.4% |
| 1Y | +40.0% | +9.4% | +30.6% | +24.8% |
| 3Y | -4.4% | +124.4% | -128.8% | -54.9% |
| 5Y | -76.0% | +138.0% | -214.0% | -91.8% |
| All | -78.0% | +183.3% | -261.3% | -91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 2016-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded TT 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling