-81.2%
PATH vs TW
+65.9%
-147.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -5.3% | +4.2% | -9.6% | -7.5% |
| 30D | -0.5% | +18.9% | -19.5% | -9.5% |
| 3M | -7.1% | +23.8% | -30.9% | -17.5% |
| 6M | +23.8% | +17.0% | +6.8% | +12.4% |
| YTD | -20.7% | +19.2% | -39.9% | -29.4% |
| 1Y | -8.1% | +20.1% | -28.2% | -18.6% |
| 3Y | -21.8% | +40.5% | -62.3% | -45.4% |
| 5Y | -76.8% | +38.0% | -114.9% | -86.2% |
| All | -81.2% | +65.9% | -147.0% | -88.1% |
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