-78.0%
PATH vs TTWO
+21.6%
-99.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.3% | -16.9% | -16.8% |
| 7D | -16.3% | -8.8% | -7.5% | -11.7% |
| 30D | +9.9% | -8.6% | +18.5% | +15.6% |
| 3M | +30.2% | -0.9% | +31.1% | +29.1% |
| 6M | +37.2% | -0.5% | +37.7% | +35.4% |
| YTD | -7.3% | -16.1% | +8.8% | +1.8% |
| 1Y | +40.0% | -10.8% | +50.8% | +47.4% |
| 3Y | -4.4% | +51.4% | -55.8% | -32.2% |
| 5Y | -76.0% | +33.7% | -109.7% | -82.0% |
| All | -78.0% | +21.6% | -99.5% | -83.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling