-81.1%
PATH vs TYL
-3.4%
-77.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.7% | -5.4% | -5.2% |
| 7D | -5.6% | +15.1% | -20.7% | -17.3% |
| 30D | -0.7% | +30.1% | -30.7% | -23.0% |
| 3M | -5.9% | +40.4% | -46.2% | -31.4% |
| 6M | +21.6% | +31.3% | -9.7% | -6.6% |
| YTD | -20.6% | -5.2% | -15.4% | -18.5% |
| 1Y | -10.6% | -6.6% | -4.0% | -6.9% |
| 3Y | -24.9% | +3.4% | -28.3% | -35.0% |
| 5Y | -76.8% | -19.3% | -57.6% | -75.7% |
| All | -81.1% | -3.4% | -77.8% | -82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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