-18.8%
PATH vs TT
+93.8%
-112.6%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.6% | +3.2% |
| 7D | -4.8% | -8.5% | +3.7% | -3.3% |
| 30D | +2.7% | -12.8% | +15.5% | +5.0% |
| 3M | -4.2% | -12.9% | +8.7% | -2.0% |
| 6M | +24.7% | -15.2% | +40.0% | +27.5% |
| YTD | -17.6% | +6.2% | -23.8% | -24.0% |
| 1Y | -5.3% | -4.5% | -0.8% | -7.9% |
| All | -18.8% | +93.8% | -112.6% | -56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling