+33.2%
T vs PATH
-80.2%
+113.4%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +1.0% | -5.3% | +6.3% | +1.1% |
| 30D | -10.6% | -0.5% | -10.1% | -10.6% |
| 3M | -7.7% | -7.1% | -0.6% | -7.7% |
| 6M | -13.3% | +23.8% | -37.1% | -13.8% |
| YTD | -8.8% | -20.7% | +11.9% | -8.4% |
| 1Y | -8.4% | -8.1% | -0.3% | -8.5% |
| 3Y | +59.6% | -21.8% | +81.5% | +58.0% |
| 5Y | +52.1% | -76.8% | +128.9% | +50.0% |
| All | +33.2% | -80.2% | +113.4% | +31.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling