-81.0%
PATH vs TCOM
+19.7%
-100.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +2.8% |
| 7D | -2.7% | +2.2% | -4.9% | -3.5% |
| 30D | -1.4% | +12.5% | -13.9% | -5.3% |
| 3M | -16.4% | -5.6% | -10.8% | -15.1% |
| 6M | +23.3% | -16.5% | +39.7% | +29.9% |
| YTD | -19.8% | -39.4% | +19.5% | -6.6% |
| 1Y | -8.6% | -41.0% | +32.4% | +7.5% |
| 3Y | -24.0% | +29.2% | -53.3% | -36.3% |
| 5Y | -77.1% | +41.6% | -118.8% | -84.0% |
| All | -81.0% | +19.7% | -100.7% | -86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 10y: compounded portfolio wealth divided by compounded TCOM 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…
10y analysis · Full analysis span regression · 6 months rolling