-6.4%
T vs PATH
-10.3%
+3.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.9% | -0.8% | +2.2% |
| 7D | +5.5% | -4.8% | +10.3% | +5.2% |
| 30D | -8.9% | +2.7% | -11.6% | -8.8% |
| 3M | -5.6% | -4.2% | -1.4% | -5.2% |
| 6M | -14.3% | +24.7% | -39.0% | -12.1% |
| YTD | -7.9% | -17.6% | +9.6% | -6.2% |
| 1Y | -6.4% | -5.3% | -1.1% | -4.4% |
| All | -6.4% | -10.3% | +3.9% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 1y: compounded portfolio wealth divided by compounded PATH 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…
1y analysis · Full analysis span regression · 6 months rolling