+34.4%
T vs PATH
-80.1%
+114.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.7% | 0.0% |
| 7D | +4.3% | -5.6% | +9.9% | +4.4% |
| 30D | -9.7% | -0.7% | -9.0% | -9.7% |
| 3M | -4.3% | -5.9% | +1.6% | -4.3% |
| 6M | -13.7% | +21.6% | -35.2% | -14.1% |
| YTD | -8.0% | -20.6% | +12.7% | -7.6% |
| 1Y | -6.9% | -10.6% | +3.7% | -6.9% |
| 3Y | +59.7% | -24.9% | +84.6% | +58.4% |
| 5Y | +53.4% | -76.8% | +130.2% | +51.3% |
| All | +34.4% | -80.1% | +114.5% | +33.0% |
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