-77.0%
PATH vs TW
+37.3%
-114.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | -5.3% | +4.2% | -9.6% | -7.6% |
| 30D | -0.5% | +18.9% | -19.5% | -10.1% |
| 3M | -7.1% | +23.8% | -30.9% | -18.1% |
| 6M | +23.8% | +17.0% | +6.8% | +11.7% |
| YTD | -20.7% | +19.2% | -39.9% | -30.1% |
| 1Y | -8.1% | +20.1% | -28.2% | -19.4% |
| 3Y | -21.8% | +40.5% | -62.3% | -48.0% |
| All | -77.0% | +37.3% | -114.3% | -86.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling