-81.2%
PATH vs TCOM
+21.8%
-102.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.5% |
| 7D | -5.3% | +12.1% | -17.4% | -8.9% |
| 30D | -0.5% | +16.5% | -17.0% | -5.6% |
| 3M | -7.1% | -4.0% | -3.1% | -6.2% |
| 6M | +23.8% | -18.5% | +42.3% | +31.5% |
| YTD | -20.7% | -38.3% | +17.6% | -8.1% |
| 1Y | -8.1% | -36.6% | +28.5% | +5.5% |
| 3Y | -21.8% | +31.1% | -53.0% | -34.7% |
| 5Y | -76.8% | +47.6% | -124.4% | -84.0% |
| All | -81.2% | +21.8% | -102.9% | -86.6% |
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