-75.2%
PATH vs TTWO
+23.0%
-98.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.1% |
| 7D | +2.1% | +6.0% | -3.9% | -2.1% |
| 30D | +1.6% | +13.2% | -11.6% | -6.8% |
| 3M | -20.4% | -5.8% | -14.6% | -18.3% |
| 6M | +40.1% | +0.4% | +39.8% | +36.6% |
| YTD | -19.0% | -11.0% | -8.0% | -14.6% |
| 1Y | -5.8% | -4.1% | -1.7% | -5.4% |
| 3Y | -22.9% | +51.8% | -74.7% | -47.0% |
| All | -75.2% | +23.0% | -98.2% | -81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling