-10.6%
PATH vs TT
-8.9%
-1.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.4% | +0.7% | -5.4% |
| 7D | -5.6% | -9.0% | +3.4% | -9.0% |
| 30D | -0.7% | -17.6% | +16.9% | -8.1% |
| 3M | -5.9% | -18.7% | +12.8% | -12.9% |
| 6M | +21.6% | -17.4% | +39.0% | +13.5% |
| YTD | -20.6% | +1.5% | -22.2% | -16.4% |
| 1Y | -10.6% | -9.4% | -1.2% | -5.2% |
| All | -10.6% | -8.9% | -1.7% | -5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling