-21.8%
PATH vs TW
+39.8%
-61.5%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.1% | -3.8% |
| 7D | -5.6% | +7.3% | -12.9% | -7.1% |
| 30D | -0.7% | +18.6% | -19.3% | -4.5% |
| 3M | -5.9% | +24.8% | -30.7% | -10.5% |
| 6M | +21.6% | +16.1% | +5.5% | +16.9% |
| YTD | -20.6% | +19.1% | -39.7% | -23.9% |
| 1Y | -10.6% | +22.8% | -33.4% | -14.7% |
| All | -21.8% | +39.8% | -61.5% | -22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling