-1.4%
TLT vs PATH
+39.0%
-40.4%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -16.6% | +16.8% | +0.1% |
| 7D | -0.4% | -16.3% | +15.9% | -0.5% |
| 30D | -0.6% | +9.9% | -10.5% | -0.5% |
| 3M | -2.7% | +30.2% | -32.9% | -2.5% |
| 6M | -5.6% | +37.2% | -42.8% | -5.3% |
| YTD | -2.8% | -7.3% | +4.5% | -3.0% |
| 1Y | -1.4% | +40.0% | -41.4% | -0.9% |
| All | -1.4% | +39.0% | -40.4% | -0.9% |
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 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