-81.2%
PATH vs TT
+154.1%
-235.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -1.2% |
| 7D | -5.3% | -2.0% | -3.3% | -4.4% |
| 30D | -0.5% | -14.0% | +13.5% | +6.7% |
| 3M | -7.1% | -15.9% | +8.7% | +0.3% |
| 6M | +23.8% | -17.3% | +41.1% | +32.8% |
| YTD | -20.7% | +4.0% | -24.6% | -28.7% |
| 1Y | -8.1% | -7.1% | -0.9% | -10.8% |
| 3Y | -21.8% | +90.2% | -112.1% | -59.3% |
| 5Y | -76.8% | +131.1% | -208.0% | -91.5% |
| All | -81.2% | +154.1% | -235.3% | -92.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling