-80.4%
PATH vs TW
+64.9%
-145.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.3% |
| 7D | -4.8% | +6.0% | -10.8% | -7.8% |
| 30D | +2.7% | +18.6% | -15.9% | -6.5% |
| 3M | -4.2% | +26.5% | -30.7% | -15.8% |
| 6M | +24.7% | +13.1% | +11.6% | +15.5% |
| YTD | -17.6% | +18.5% | -36.1% | -26.4% |
| 1Y | -5.3% | +21.7% | -27.0% | -16.9% |
| 3Y | -22.0% | +39.8% | -61.8% | -45.4% |
| 5Y | -76.5% | +38.9% | -115.4% | -85.9% |
| All | -80.4% | +64.9% | -145.3% | -87.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling