-81.4%
PATH vs TW
+68.3%
-149.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.2% | -1.7% |
| 7D | -2.3% | +3.1% | -5.4% | -3.9% |
| 30D | -4.8% | +16.7% | -21.5% | -12.6% |
| 3M | -17.7% | +25.2% | -42.9% | -27.3% |
| 6M | +18.9% | +19.5% | -0.5% | +6.7% |
| YTD | -21.7% | +21.0% | -42.7% | -30.9% |
| 1Y | -9.6% | +19.0% | -28.6% | -19.5% |
| 3Y | -25.8% | +40.7% | -66.5% | -48.0% |
| 5Y | -77.1% | +40.1% | -117.2% | -86.5% |
| All | -81.4% | +68.3% | -149.7% | -88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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