-80.4%
PATH vs TYL
-5.0%
-75.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.7% | -1.8% | -1.4% |
| 7D | -4.8% | +17.3% | -22.1% | -18.2% |
| 30D | +2.7% | +28.9% | -26.2% | -19.7% |
| 3M | -4.2% | +35.1% | -39.2% | -27.7% |
| 6M | +24.7% | +29.3% | -4.6% | -2.7% |
| YTD | -17.6% | -6.8% | -10.8% | -14.0% |
| 1Y | -5.3% | -9.9% | +4.6% | +2.0% |
| 3Y | -22.0% | +1.7% | -23.7% | -31.4% |
| 5Y | -76.5% | -21.6% | -54.9% | -74.7% |
| All | -80.4% | -5.0% | -75.4% | -81.5% |
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