-15.1%
TSLA vs PATH
-10.8%
-4.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.7% | +5.6% |
| 7D | -6.4% | -2.7% | -3.7% | -6.0% |
| 30D | -1.2% | -3.7% | +2.5% | -0.8% |
| 3M | +15.1% | -13.8% | +28.8% | +17.4% |
| 6M | -11.7% | +20.3% | -32.0% | -12.6% |
| YTD | -15.9% | -20.8% | +4.9% | -15.2% |
| All | -15.1% | -10.8% | -4.3% | -16.3% |
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