+6.5%
TLT vs PATH
-24.3%
+30.8%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +3.9% | +0.3% |
| 7D | +0.5% | -5.6% | +6.1% | +0.6% |
| 30D | +6.0% | -0.7% | +6.7% | +6.0% |
| 3M | -0.9% | -5.9% | +5.0% | -0.9% |
| 6M | -2.6% | +21.6% | -24.2% | -3.0% |
| YTD | -3.1% | -20.6% | +17.5% | -3.0% |
| 1Y | -4.4% | -10.6% | +6.2% | -4.4% |
| All | +6.5% | -24.3% | +30.8% | +5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling