+34.5%
T vs PATH
-79.4%
+113.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.9% | -0.8% | +2.0% |
| 7D | +5.5% | -4.8% | +10.3% | +5.5% |
| 30D | -8.9% | +2.7% | -11.6% | -9.0% |
| 3M | -5.6% | -4.2% | -1.4% | -5.6% |
| 6M | -14.3% | +24.7% | -39.0% | -14.7% |
| YTD | -7.9% | -17.6% | +9.6% | -7.6% |
| 1Y | -6.4% | -5.3% | -1.1% | -6.6% |
| 3Y | +59.8% | -22.0% | +81.8% | +58.4% |
| 5Y | +55.3% | -76.5% | +131.9% | +53.2% |
| All | +34.5% | -79.4% | +113.8% | +32.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling