-33.3%
TLT vs PATH
-76.4%
+43.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -16.6% | +16.8% | +0.5% |
| 7D | -0.4% | -16.3% | +15.9% | -0.1% |
| 30D | -0.6% | +9.9% | -10.5% | -0.8% |
| 3M | -2.7% | +30.2% | -32.9% | -3.4% |
| 6M | -5.6% | +37.2% | -42.8% | -6.5% |
| YTD | -2.8% | -7.3% | +4.5% | -2.9% |
| 1Y | -1.4% | +40.0% | -41.4% | -2.9% |
| 3Y | -1.6% | -4.4% | +2.8% | -2.7% |
| All | -33.3% | -76.4% | +43.2% | -36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling