-75.7%
PATH vs TYL
-25.2%
-50.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -4.0% | -12.6% | -12.9% |
| 7D | -16.3% | -3.7% | -12.6% | -12.9% |
| 30D | +9.9% | +18.7% | -8.8% | -5.6% |
| 3M | +30.2% | +18.1% | +12.0% | +10.9% |
| 6M | +37.2% | -1.1% | +38.3% | +38.0% |
| YTD | -7.3% | -19.8% | +12.5% | +12.3% |
| 1Y | +40.0% | -34.3% | +74.3% | +104.7% |
| 3Y | -4.4% | -8.2% | +3.8% | -8.0% |
| All | -75.7% | -25.2% | -50.5% | -72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling