-78.0%
PATH vs TW
+37.9%
-115.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.8% | -17.4% | -17.1% |
| 7D | -16.3% | -2.3% | -14.0% | -15.3% |
| 30D | +9.9% | +3.9% | +6.0% | +7.5% |
| 3M | +30.2% | +5.7% | +24.5% | +25.0% |
| 6M | +37.2% | -14.5% | +51.7% | +47.9% |
| YTD | -7.3% | -0.9% | -6.5% | -8.8% |
| 1Y | +40.0% | -13.5% | +53.5% | +48.8% |
| 3Y | -4.4% | +25.0% | -29.4% | -30.5% |
| 5Y | -76.0% | +22.7% | -98.7% | -84.0% |
| All | -78.0% | +37.9% | -115.9% | -84.6% |
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