-81.2%
PATH vs TTWO
+17.4%
-98.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | +2.0% |
| 7D | -2.7% | +8.0% | -10.7% | -7.5% |
| 30D | -3.7% | -2.8% | -0.9% | -2.3% |
| 3M | -13.8% | -15.9% | +2.1% | -4.8% |
| 6M | +20.3% | -5.9% | +26.2% | +22.3% |
| YTD | -20.8% | -19.0% | -1.8% | -11.4% |
| 1Y | -9.2% | -10.6% | +1.4% | -4.5% |
| 3Y | -21.8% | +41.7% | -63.5% | -42.2% |
| 5Y | -77.4% | +11.0% | -88.4% | -82.2% |
| All | -81.2% | +17.4% | -98.6% | -85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 TTWO 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