-81.2%
PATH vs TTWO
+21.7%
-102.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.5% |
| 7D | -5.3% | +13.0% | -18.3% | -12.4% |
| 30D | -0.5% | +5.3% | -5.9% | -4.0% |
| 3M | -7.1% | -7.6% | +0.4% | -3.2% |
| 6M | +23.8% | -3.2% | +27.0% | +23.9% |
| YTD | -20.7% | -16.1% | -4.6% | -13.1% |
| 1Y | -8.1% | -14.9% | +6.8% | -0.6% |
| 3Y | -21.8% | +59.9% | -81.7% | -47.0% |
| 5Y | -76.8% | +14.8% | -91.6% | -82.1% |
| All | -81.2% | +21.7% | -102.8% | -85.5% |
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